-60.0%
XYZ vs DOCN
+74.7%
-134.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.8% |
| 7D | +12.1% | -19.2% | +31.3% | +20.3% |
| 30D | +12.4% | -43.1% | +55.4% | +35.4% |
| 3M | +8.2% | -40.7% | +48.9% | +24.7% |
| 6M | +20.7% | -55.0% | +75.7% | +49.1% |
| YTD | +31.3% | +50.6% | -19.3% | -16.3% |
| 1Y | +20.5% | +54.0% | -33.4% | -24.7% |
| 3Y | +72.6% | +203.9% | -131.3% | -35.3% |
| 5Y | -64.0% | -29.4% | -34.6% | -76.6% |
| All | -60.0% | +74.7% | -134.6% | -80.7% |
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