+267.6%
PSX vs DOCN
+74.7%
+193.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.7% |
| 7D | -13.1% | -19.2% | +6.0% | -12.1% |
| 30D | -9.5% | -43.1% | +33.5% | -6.8% |
| 3M | +20.2% | -40.7% | +60.9% | +23.0% |
| 6M | +44.9% | -55.0% | +99.9% | +50.1% |
| YTD | +94.4% | +50.6% | +43.8% | +81.8% |
| 1Y | +83.1% | +54.0% | +29.1% | +70.8% |
| 3Y | +132.2% | +203.9% | -71.7% | +103.9% |
| 5Y | +278.8% | -29.4% | +308.2% | +236.6% |
| All | +267.6% | +74.7% | +193.0% | +214.5% |
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 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