+12.1%
O vs DOCN
-30.4%
+42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +3.5% | -12.1% | +15.7% | +3.9% |
| 30D | +10.4% | -41.0% | +51.4% | +12.2% |
| 3M | -2.4% | -38.7% | +36.3% | -1.2% |
| 6M | -1.2% | -51.5% | +50.3% | +0.7% |
| YTD | +10.4% | +65.3% | -54.8% | +4.2% |
| 1Y | +11.4% | +53.9% | -42.5% | +5.5% |
| 3Y | +40.4% | +215.6% | -175.2% | +22.6% |
| 5Y | +12.1% | -26.2% | +38.3% | +5.8% |
| All | +12.1% | -30.4% | +42.6% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling