+3.2%
MSFT vs DOCN
+77.9%
-74.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.1% |
| 7D | -2.4% | +27.4% | -29.8% | -4.0% |
| 30D | -3.8% | -29.7% | +26.0% | -1.9% |
| 3M | +6.4% | -32.5% | +38.9% | +8.4% |
| 6M | +28.8% | -42.2% | +70.9% | +31.3% |
| YTD | +8.8% | +87.2% | -78.3% | -3.9% |
| 1Y | +3.2% | +86.2% | -83.0% | -9.2% |
| All | +3.2% | +77.9% | -74.7% | -9.2% |
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