+98.9%
TER vs DOCN
+74.7%
+24.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.8% |
| 7D | -20.5% | -19.2% | -1.3% | -14.7% |
| 30D | -47.0% | -43.1% | -4.0% | -36.8% |
| 3M | -43.3% | -40.7% | -2.6% | -33.7% |
| 6M | -42.9% | -55.0% | +12.1% | -27.7% |
| YTD | +12.9% | +50.6% | -37.8% | -3.2% |
| 1Y | +18.2% | +54.0% | -35.8% | +0.6% |
| 3Y | +151.8% | +203.9% | -52.1% | +68.8% |
| 5Y | +54.2% | -29.4% | +83.6% | +26.2% |
| All | +98.9% | +74.7% | +24.3% | +36.5% |
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