+67.9%
MSFT vs DOCN
-30.4%
+98.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +2.3% | -12.1% | +14.5% | +4.0% |
| 30D | -0.4% | -41.0% | +40.7% | +7.0% |
| 3M | +5.6% | -38.7% | +44.3% | +11.6% |
| 6M | +29.0% | -51.5% | +80.5% | +39.7% |
| YTD | +10.9% | +65.3% | -54.3% | -5.5% |
| 1Y | +6.2% | +53.9% | -47.7% | -8.6% |
| 3Y | +47.6% | +215.6% | -168.0% | +3.6% |
| 5Y | +67.9% | -26.2% | +94.1% | +37.2% |
| All | +67.9% | -30.4% | +98.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling