+29.6%
O vs DOCN
+88.7%
-59.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.3% | +0.5% |
| 7D | +3.3% | -12.8% | +16.1% | +3.7% |
| 30D | +10.3% | -41.9% | +52.3% | +12.0% |
| 3M | -3.5% | -36.9% | +33.5% | -2.5% |
| 6M | -1.3% | -52.2% | +51.0% | +0.5% |
| YTD | +10.3% | +62.7% | -52.4% | +4.9% |
| 1Y | +10.4% | +58.2% | -47.8% | +5.1% |
| 3Y | +40.0% | +219.5% | -179.5% | +24.5% |
| 5Y | +12.4% | -32.9% | +45.2% | +3.1% |
| All | +29.6% | +88.7% | -59.1% | +19.2% |
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