+29.0%
O vs DOCN
+102.5%
-73.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.2% | +10.2% | +3.2% |
| 7D | +5.8% | -20.0% | +25.9% | +6.5% |
| 30D | +10.7% | -38.8% | +49.4% | +12.2% |
| 3M | -4.5% | -34.8% | +30.3% | -3.5% |
| 6M | -4.1% | -22.8% | +18.7% | -4.6% |
| YTD | +9.8% | +74.6% | -64.8% | +4.3% |
| 1Y | +11.3% | +116.4% | -105.1% | +4.2% |
| 3Y | +37.5% | +239.3% | -201.9% | +22.1% |
| 5Y | +11.3% | -20.2% | +31.5% | +2.1% |
| All | +29.0% | +102.5% | -73.5% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling