-61.7%
SE vs DOCN
+74.7%
-136.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | +2.0% | -19.2% | +21.2% | +8.5% |
| 30D | -20.0% | -43.1% | +23.1% | -6.2% |
| 3M | -31.8% | -40.7% | +8.9% | -23.0% |
| 6M | -15.9% | -55.0% | +39.1% | +0.6% |
| YTD | -40.6% | +50.6% | -91.3% | -59.0% |
| 1Y | -50.7% | +54.0% | -104.6% | -66.4% |
| 3Y | +70.3% | +203.9% | -133.6% | -29.7% |
| 5Y | -78.8% | -29.4% | -49.5% | -85.9% |
| All | -61.7% | +74.7% | -136.3% | -81.2% |
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