+138.2%
MSFT vs DOCN
+70.4%
+67.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.9% | +12.3% | -1.3% |
| 7D | +1.1% | -29.3% | +30.4% | +5.8% |
| 30D | +1.3% | -46.0% | +47.3% | +9.7% |
| 3M | +10.2% | -43.2% | +53.3% | +17.4% |
| 6M | +30.8% | -53.7% | +84.5% | +41.9% |
| YTD | +11.5% | +46.9% | -35.4% | -2.3% |
| 1Y | +6.5% | +54.3% | -47.8% | -7.6% |
| 3Y | +55.5% | +185.5% | -130.1% | +14.0% |
| 5Y | +66.2% | -31.1% | +97.3% | +37.3% |
| All | +138.2% | +70.4% | +67.8% | +86.8% |
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