+111.5%
V vs DOCN
+70.4%
+41.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.9% | +12.7% | -2.2% |
| 7D | +2.9% | -29.3% | +32.2% | +5.0% |
| 30D | +14.0% | -46.0% | +60.1% | +18.0% |
| 3M | +14.9% | -43.2% | +58.1% | +18.0% |
| 6M | +31.7% | -53.7% | +85.5% | +36.3% |
| YTD | +21.2% | +46.9% | -25.7% | +11.3% |
| 1Y | +25.3% | +54.3% | -29.1% | +14.3% |
| 3Y | +77.5% | +185.5% | -108.1% | +47.3% |
| 5Y | +102.6% | -31.1% | +133.7% | +77.2% |
| All | +111.5% | +70.4% | +41.2% | +88.3% |
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