+281.6%
PSX vs DOCN
+171.0%
+110.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | +4.5% | +1.1% | +3.4% | +4.4% |
| 30D | +26.6% | -9.6% | +36.2% | +27.2% |
| 3M | +39.3% | -37.7% | +77.0% | +42.8% |
| 6M | +56.8% | +115.2% | -58.4% | +45.4% |
| YTD | +101.8% | +133.7% | -31.9% | +85.1% |
| 1Y | +99.6% | +250.2% | -150.5% | +76.5% |
| 3Y | +140.3% | +320.3% | -179.9% | +107.7% |
| 5Y | +339.3% | +53.1% | +286.2% | +274.1% |
| All | +281.6% | +171.0% | +110.6% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling