+26.1%
USB vs DOCN
-8.3%
+34.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.2% | +9.1% | +2.6% |
| 7D | +2.4% | -20.0% | +22.4% | +4.7% |
| 30D | +6.6% | -38.8% | +45.3% | +11.6% |
| 3M | -4.1% | -34.8% | +30.7% | -0.8% |
| 6M | +12.5% | -22.8% | +35.3% | +11.7% |
| YTD | +17.6% | +74.6% | -57.0% | +3.2% |
| 1Y | +36.5% | +116.4% | -79.9% | +15.9% |
| 3Y | +95.4% | +239.3% | -143.9% | +52.6% |
| 5Y | +26.1% | -20.2% | +46.4% | +0.6% |
| All | +26.1% | -8.3% | +34.5% | +0.6% |
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