-60.6%
XYZ vs DOCN
+70.4%
-131.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.9% | +11.8% | +1.9% |
| 7D | +9.2% | -29.3% | +38.5% | +23.0% |
| 30D | +9.8% | -46.0% | +55.8% | +35.1% |
| 3M | -0.2% | -43.2% | +43.0% | +17.1% |
| 6M | +18.0% | -53.7% | +71.7% | +43.7% |
| YTD | +29.1% | +46.9% | -17.8% | -17.0% |
| 1Y | +14.1% | +54.3% | -40.2% | -29.1% |
| 3Y | +72.6% | +185.5% | -112.9% | -33.4% |
| 5Y | -64.6% | -31.1% | -33.5% | -76.8% |
| All | -60.6% | +70.4% | -131.0% | -80.9% |
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