+87.7%
V vs DOCN
+171.0%
-83.3%
-28.6%
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% | -1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +2.0% | -9.6% | +11.6% | +2.4% |
| 3M | +17.4% | -37.7% | +55.1% | +20.5% |
| 6M | +17.5% | +115.2% | -97.7% | +6.8% |
| YTD | +7.6% | +133.7% | -126.1% | -3.4% |
| 1Y | +7.7% | +250.2% | -242.4% | -7.8% |
| 3Y | +54.7% | +320.3% | -265.6% | +26.1% |
| 5Y | +73.0% | +53.1% | +19.9% | +49.0% |
| All | +87.7% | +171.0% | -83.3% | +63.4% |
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