-64.6%
XYZ vs DOCN
-8.3%
-56.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.2% | +22.5% | +18.1% |
| 7D | +16.5% | -20.0% | +36.5% | +26.0% |
| 30D | +15.0% | -38.8% | +53.7% | +36.0% |
| 3M | +3.5% | -34.8% | +38.3% | +16.2% |
| 6M | +21.9% | -22.8% | +44.7% | +14.7% |
| YTD | +34.6% | +74.6% | -40.0% | -20.6% |
| 1Y | +20.7% | +116.4% | -95.7% | -37.7% |
| 3Y | +80.0% | +239.3% | -159.3% | -39.2% |
| 5Y | -64.6% | -20.2% | -44.4% | -78.7% |
| All | -64.6% | -8.3% | -56.2% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling