+280.9%
PSX vs DOCN
-34.6%
+315.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -15.9% | +11.0% | -3.9% |
| 7D | -9.7% | -29.3% | +19.6% | -7.9% |
| 30D | -8.4% | -46.0% | +37.6% | -5.3% |
| 3M | +22.6% | -43.2% | +65.8% | +25.9% |
| 6M | +38.8% | -53.7% | +92.5% | +43.6% |
| YTD | +95.5% | +46.9% | +48.5% | +82.3% |
| 1Y | +87.1% | +54.3% | +32.8% | +73.6% |
| 3Y | +133.5% | +185.5% | -52.0% | +104.1% |
| 5Y | +280.9% | -31.1% | +312.0% | +233.0% |
| All | +280.9% | -34.6% | +315.4% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling