+40.3%
T vs DOCN
+108.0%
-67.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +2.5% | +19.1% | -16.6% | +2.7% |
| 30D | -3.8% | -21.0% | +17.2% | -3.9% |
| 3M | -8.7% | -34.7% | +26.0% | -8.9% |
| 6M | -8.1% | -45.8% | +37.7% | -8.2% |
| YTD | -6.4% | +79.4% | -85.8% | -8.3% |
| 1Y | -9.8% | +91.0% | -100.8% | -11.7% |
| 3Y | +65.5% | +237.5% | -172.0% | +57.3% |
| 5Y | +57.0% | -30.4% | +87.4% | +46.0% |
| All | +40.3% | +108.0% | -67.7% | +33.9% |
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