+29.1%
O vs DOCN
+117.0%
-88.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.6% |
| 7D | -0.4% | +27.4% | -27.8% | -1.1% |
| 30D | +8.3% | -29.7% | +38.0% | +9.3% |
| 3M | -4.0% | -32.5% | +28.5% | -3.1% |
| 6M | -2.6% | -42.2% | +39.5% | -1.5% |
| YTD | +9.9% | +87.2% | -77.3% | +4.0% |
| 1Y | +9.8% | +86.2% | -76.4% | +4.0% |
| 3Y | +39.7% | +257.4% | -217.7% | +24.0% |
| 5Y | +9.2% | -27.4% | +36.5% | -0.2% |
| All | +29.1% | +117.0% | -88.0% | +18.2% |
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 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