+133.4%
PSX vs DOCN
+182.8%
-49.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -15.9% | +11.0% | -3.7% |
| 7D | -9.7% | -29.3% | +19.6% | -7.5% |
| 30D | -8.4% | -46.0% | +37.6% | -4.6% |
| 3M | +22.6% | -43.2% | +65.8% | +26.6% |
| 6M | +38.8% | -53.7% | +92.5% | +44.7% |
| YTD | +95.5% | +46.9% | +48.5% | +72.8% |
| 1Y | +87.1% | +54.3% | +32.8% | +63.9% |
| All | +133.4% | +182.8% | -49.4% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling