+4.9%
MSFT vs DOCN
+81.2%
-76.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.4% |
| 7D | -1.3% | +19.1% | -20.4% | -2.5% |
| 30D | -1.8% | -21.0% | +19.2% | -0.6% |
| 3M | +5.6% | -34.7% | +40.4% | +7.8% |
| 6M | +29.8% | -45.8% | +75.6% | +32.8% |
| YTD | +9.0% | +79.4% | -70.4% | -3.0% |
| 1Y | +4.9% | +91.0% | -86.1% | -7.4% |
| All | +4.9% | +81.2% | -76.2% | -7.4% |
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