+111.7%
V vs DOCN
+91.6%
+20.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +0.6% | -12.1% | +12.7% | +1.3% |
| 30D | +9.7% | -41.0% | +50.8% | +13.0% |
| 3M | +17.3% | -38.7% | +56.0% | +20.0% |
| 6M | +33.2% | -51.5% | +84.7% | +37.7% |
| YTD | +21.3% | +65.3% | -43.9% | +10.6% |
| 1Y | +27.3% | +53.9% | -26.6% | +16.7% |
| 3Y | +76.1% | +215.6% | -139.5% | +45.4% |
| 5Y | +103.5% | -26.2% | +129.6% | +76.7% |
| All | +111.7% | +91.6% | +20.1% | +87.1% |
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