+122.1%
MSFT vs DOCN
+171.0%
-48.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.4% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +2.7% | -9.6% | +12.3% | +3.8% |
| 3M | +17.0% | -37.7% | +54.6% | +23.7% |
| 6M | +23.8% | +115.2% | -91.4% | +4.9% |
| YTD | +4.0% | +133.7% | -129.7% | -13.7% |
| 1Y | -0.8% | +250.2% | -251.0% | -24.0% |
| 3Y | +55.6% | +320.3% | -264.7% | +9.1% |
| 5Y | +72.9% | +53.1% | +19.8% | +32.8% |
| All | +122.1% | +171.0% | -48.9% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling