-55.1%
U vs DOCN
+171.0%
-226.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.4% |
| 7D | -3.8% | +1.1% | -4.9% | -4.4% |
| 30D | +17.5% | -9.6% | +27.1% | +21.1% |
| 3M | +38.7% | -37.7% | +76.4% | +66.2% |
| 6M | +104.4% | +115.2% | -10.8% | +7.1% |
| YTD | -5.7% | +133.7% | -139.4% | -54.2% |
| 1Y | +3.7% | +250.2% | -246.5% | -60.8% |
| 3Y | +12.3% | +320.3% | -308.0% | -67.7% |
| 5Y | -68.8% | +53.1% | -121.9% | -85.0% |
| All | -55.1% | +171.0% | -226.1% | -82.0% |
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 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