+42.4%
USB vs DOCN
+70.4%
-28.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.9% | +13.8% | -0.6% |
| 7D | -1.5% | -29.3% | +27.8% | +1.5% |
| 30D | +4.3% | -46.0% | +50.3% | +9.9% |
| 3M | -6.1% | -43.2% | +37.1% | -2.0% |
| 6M | +9.4% | -53.7% | +63.1% | +15.3% |
| YTD | +15.2% | +46.9% | -31.8% | +4.4% |
| 1Y | +32.8% | +54.3% | -21.6% | +19.5% |
| 3Y | +91.3% | +185.5% | -94.2% | +57.4% |
| 5Y | +22.7% | -31.1% | +53.8% | +1.4% |
| All | +42.4% | +70.4% | -28.0% | +25.8% |
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