-74.8%
PYPL vs DOCN
+117.0%
-191.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.3% | -2.6% |
| 7D | -1.1% | +27.4% | -28.5% | -5.8% |
| 30D | +3.8% | -29.7% | +33.5% | +9.8% |
| 3M | -1.3% | -32.5% | +31.2% | +4.2% |
| 6M | +29.0% | -42.2% | +71.2% | +37.3% |
| YTD | +0.7% | +87.2% | -86.4% | -25.0% |
| 1Y | -12.3% | +86.2% | -98.5% | -34.8% |
| 3Y | +7.6% | +257.4% | -249.8% | -38.8% |
| 5Y | -71.7% | -27.4% | -44.3% | -79.9% |
| All | -74.8% | +117.0% | -191.9% | -84.7% |
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