+99.6%
MO vs DOCN
+54.1%
+45.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | +0.4% |
| 30D | +0.6% | -9.6% | +10.3% | +0.5% |
| 3M | -1.0% | -37.7% | +36.7% | -1.4% |
| 6M | +4.3% | +115.2% | -110.9% | +4.9% |
| YTD | +23.3% | +133.7% | -110.5% | +24.1% |
| 1Y | +10.5% | +250.2% | -239.7% | +11.3% |
| 3Y | +96.3% | +320.3% | -224.0% | +96.8% |
| All | +99.6% | +54.1% | +45.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling