+135.8%
MSFT vs DOCN
+74.7%
+61.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | +1.7% | -19.2% | +20.8% | +4.5% |
| 30D | +0.2% | -43.1% | +43.2% | +7.7% |
| 3M | +6.4% | -40.7% | +47.1% | +12.7% |
| 6M | +28.7% | -55.0% | +83.7% | +40.3% |
| YTD | +10.4% | +50.6% | -40.2% | -3.6% |
| 1Y | +7.6% | +54.0% | -46.3% | -6.6% |
| 3Y | +52.3% | +203.9% | -151.6% | +10.5% |
| 5Y | +64.5% | -29.4% | +93.9% | +35.5% |
| All | +135.8% | +74.7% | +61.1% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling