+67.7%
T vs DOCN
+54.1%
+13.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | +11.4% | -9.6% | +21.0% | +11.4% |
| 3M | +14.3% | -37.7% | +52.0% | +14.7% |
| 6M | -9.3% | +115.2% | -124.5% | -10.9% |
| YTD | +7.1% | +133.7% | -126.6% | +4.8% |
| 1Y | -9.1% | +250.2% | -259.2% | -12.1% |
| 3Y | +105.3% | +320.3% | -215.0% | +93.7% |
| All | +67.7% | +54.1% | +13.6% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling