+202.8%
TER vs DOCN
+54.1%
+148.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -8.3% | -9.6% | +1.4% | -5.6% |
| 3M | -12.2% | -37.7% | +25.5% | +1.1% |
| 6M | +17.1% | +115.2% | -98.1% | -10.3% |
| YTD | +84.7% | +133.7% | -49.1% | +36.6% |
| 1Y | +199.9% | +250.2% | -50.2% | +95.0% |
| 3Y | +232.8% | +320.3% | -87.5% | +94.5% |
| All | +202.8% | +54.1% | +148.8% | +90.0% |
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