+53.8%
MSFT vs DOCN
+182.8%
-129.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.9% | +12.3% | -2.1% |
| 7D | +1.1% | -29.3% | +30.4% | +4.3% |
| 30D | +1.3% | -46.0% | +47.3% | +6.8% |
| 3M | +10.2% | -43.2% | +53.3% | +15.0% |
| 6M | +30.8% | -53.7% | +84.5% | +38.1% |
| YTD | +11.5% | +46.9% | -35.4% | +0.8% |
| 1Y | +6.5% | +54.3% | -47.8% | -4.5% |
| All | +53.8% | +182.8% | -129.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling