+293.0%
NET vs DOCN
+102.5%
+190.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.6% | +1.3% |
| 7D | -16.4% | -20.0% | +3.7% | -5.7% |
| 30D | -25.8% | -38.8% | +12.9% | -4.5% |
| 3M | -11.5% | -34.8% | +23.3% | +8.1% |
| 6M | +18.9% | -22.8% | +41.7% | +18.1% |
| YTD | +35.2% | +74.6% | -39.4% | -20.4% |
| 1Y | +14.5% | +116.4% | -102.0% | -42.1% |
| 3Y | +313.8% | +239.3% | +74.5% | +32.0% |
| 5Y | +32.6% | -20.2% | +52.8% | -10.4% |
| All | +293.0% | +102.5% | +190.6% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling