+40.9%
XYZ vs DOCN
+324.7%
-283.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -1.7% | -9.6% | +7.9% | -0.1% |
| 3M | +16.7% | -37.7% | +54.4% | +28.2% |
| 6M | +26.9% | +115.2% | -88.4% | -9.8% |
| YTD | +27.1% | +133.7% | -106.6% | -13.7% |
| 1Y | +9.3% | +250.2% | -240.9% | -37.6% |
| All | +40.9% | +324.7% | -283.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling