-74.4%
PYPL vs DOCN
+108.0%
-182.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.5% |
| 7D | +0.1% | +19.1% | -19.0% | -3.4% |
| 30D | +5.7% | -21.0% | +26.7% | +9.4% |
| 3M | -1.9% | -34.7% | +32.8% | +4.1% |
| 6M | +31.8% | -45.8% | +77.6% | +42.1% |
| YTD | +2.4% | +79.4% | -76.9% | -23.2% |
| 1Y | -8.2% | +91.0% | -99.3% | -32.5% |
| 3Y | +10.2% | +237.5% | -227.2% | -36.5% |
| 5Y | -71.2% | -30.4% | -40.8% | -79.4% |
| All | -74.4% | +108.0% | -182.4% | -84.3% |
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