+153.0%
DASH vs DOCN
+324.7%
-171.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.0% |
| 7D | -10.6% | +1.1% | -11.7% | -10.7% |
| 30D | +2.2% | -9.6% | +11.8% | +3.0% |
| 3M | +32.3% | -37.7% | +70.0% | +39.8% |
| 6M | +19.1% | +115.2% | -96.1% | -3.9% |
| YTD | -6.5% | +133.7% | -140.2% | -27.1% |
| 1Y | -14.9% | +250.2% | -265.0% | -41.0% |
| All | +153.0% | +324.7% | -171.7% | +38.9% |
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 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