+10.8%
O vs DOCN
+254.3%
-243.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.7% |
| 7D | -0.7% | +1.1% | -1.9% | -0.7% |
| 30D | -1.9% | -9.6% | +7.8% | -2.1% |
| 3M | +3.8% | -37.7% | +41.5% | +3.0% |
| 6M | -4.7% | +115.2% | -120.0% | -3.4% |
| YTD | +12.5% | +133.7% | -121.3% | +13.5% |
| 1Y | +10.8% | +250.2% | -239.3% | +11.0% |
| All | +10.8% | +254.3% | -243.5% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling