+9.0%
MSFT vs DOCN
+110.0%
-101.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.2% | +13.8% | +7.1% |
| 7D | +4.7% | -20.0% | +24.7% | +6.0% |
| 30D | +5.8% | -38.8% | +44.6% | +8.6% |
| 3M | +13.0% | -34.8% | +47.8% | +15.2% |
| 6M | +34.9% | -22.8% | +57.7% | +34.5% |
| YTD | +15.7% | +74.6% | -59.0% | +7.6% |
| 1Y | +9.0% | +116.4% | -107.5% | +1.5% |
| All | +9.0% | +110.0% | -101.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling