+50.4%
TER vs DOCN
-34.6%
+84.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.9% | +0.6% | -10.0% |
| 7D | -28.2% | -29.3% | +1.1% | -19.3% |
| 30D | -50.6% | -46.0% | -4.5% | -39.6% |
| 3M | -45.3% | -43.2% | -2.2% | -34.8% |
| 6M | -40.4% | -53.7% | +13.3% | -24.3% |
| YTD | +10.0% | +46.9% | -36.9% | -5.9% |
| 1Y | +13.6% | +54.3% | -40.7% | -4.4% |
| 3Y | +145.2% | +185.5% | -40.3% | +62.9% |
| 5Y | +50.4% | -31.1% | +81.4% | +21.8% |
| All | +50.4% | -34.6% | +84.9% | +21.8% |
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