+278.5%
PSX vs DOCN
+88.7%
+189.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.0% | -5.1% | +2.5% |
| 7D | -8.0% | -12.8% | +4.8% | -7.3% |
| 30D | -9.0% | -41.9% | +32.9% | -6.4% |
| 3M | +24.7% | -36.9% | +61.7% | +27.2% |
| 6M | +49.3% | -52.2% | +101.6% | +54.3% |
| YTD | +100.2% | +62.7% | +37.5% | +86.4% |
| 1Y | +88.8% | +58.2% | +30.6% | +76.1% |
| 3Y | +152.5% | +219.5% | -67.0% | +121.0% |
| 5Y | +283.2% | -32.9% | +316.1% | +240.8% |
| All | +278.5% | +88.7% | +189.9% | +222.4% |
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