+128.8%
TER vs DOCN
+102.5%
+26.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.2% | +0.3% | -4.6% |
| 7D | -19.9% | -20.0% | +0.2% | -14.0% |
| 30D | -43.5% | -38.8% | -4.8% | -34.4% |
| 3M | -37.8% | -34.8% | -3.0% | -29.6% |
| 6M | -25.6% | -22.8% | -2.8% | -20.9% |
| YTD | +29.8% | +74.6% | -44.8% | +5.9% |
| 1Y | +43.2% | +116.4% | -73.3% | +9.4% |
| 3Y | +189.3% | +239.3% | -50.0% | +86.3% |
| 5Y | +76.9% | -20.2% | +97.2% | +38.3% |
| All | +128.8% | +102.5% | +26.3% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling