+123.0%
DASH vs DOCN
+236.1%
-113.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.2% | +15.5% | +9.0% |
| 7D | +17.2% | -20.0% | +37.2% | +19.5% |
| 30D | +3.6% | -38.8% | +42.3% | +8.3% |
| 3M | -1.9% | -34.8% | +32.9% | +1.3% |
| 6M | +15.1% | -22.8% | +37.9% | +13.0% |
| YTD | -12.3% | +74.6% | -86.9% | -28.0% |
| 1Y | -17.2% | +116.4% | -133.7% | -35.7% |
| All | +123.0% | +236.1% | -113.0% | +46.9% |
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