-44.5%
U vs DOCN
+74.7%
-119.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.3% |
| 7D | +36.6% | -19.2% | +55.7% | +48.0% |
| 30D | +13.3% | -43.1% | +56.4% | +44.2% |
| 3M | +26.2% | -40.7% | +66.9% | +52.0% |
| 6M | +88.7% | -55.0% | +143.7% | +148.4% |
| YTD | +16.6% | +50.6% | -34.1% | -33.3% |
| 1Y | +29.0% | +54.0% | -25.0% | -27.1% |
| 3Y | +99.5% | +203.9% | -104.4% | -36.5% |
| 5Y | -66.1% | -29.4% | -36.8% | -79.4% |
| All | -44.5% | +74.7% | -119.1% | -73.8% |
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 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