+296.3%
PSX vs DOCN
+108.0%
+188.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.0% |
| 7D | +7.8% | +19.1% | -11.3% | +6.6% |
| 30D | -10.9% | -21.0% | +10.1% | -9.9% |
| 3M | +14.5% | -34.7% | +49.2% | +16.6% |
| 6M | +56.1% | -45.8% | +101.9% | +60.0% |
| YTD | +109.6% | +79.4% | +30.2% | +93.9% |
| 1Y | +95.5% | +91.0% | +4.5% | +79.9% |
| 3Y | +156.2% | +237.5% | -81.3% | +123.3% |
| 5Y | +310.0% | -30.4% | +340.4% | +263.5% |
| All | +296.3% | +108.0% | +188.3% | +235.4% |
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