+288.4%
PSX vs DOCN
+102.5%
+186.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.2% | +2.6% | -4.1% |
| 7D | -5.2% | -20.0% | +14.9% | -4.0% |
| 30D | -3.7% | -38.8% | +35.0% | -1.2% |
| 3M | +26.8% | -34.8% | +61.6% | +29.1% |
| 6M | +47.3% | -22.8% | +70.1% | +46.5% |
| YTD | +105.4% | +74.6% | +30.8% | +90.5% |
| 1Y | +96.9% | +116.4% | -19.5% | +79.2% |
| 3Y | +145.4% | +239.3% | -93.9% | +114.1% |
| 5Y | +304.9% | -20.2% | +325.1% | +257.2% |
| All | +288.4% | +102.5% | +186.0% | +229.6% |
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