-9.4%
DASH vs DOCN
-34.6%
+25.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -15.9% | +6.5% | -4.5% |
| 7D | +0.5% | -29.3% | +29.8% | +11.2% |
| 30D | -7.1% | -46.0% | +39.0% | +10.6% |
| 3M | -13.2% | -43.2% | +30.0% | -1.1% |
| 6M | +8.3% | -53.7% | +62.0% | +27.4% |
| YTD | -20.6% | +46.9% | -67.5% | -46.3% |
| 1Y | -24.4% | +54.3% | -78.7% | -50.4% |
| 3Y | +94.5% | +185.5% | -91.0% | -21.3% |
| 5Y | -9.4% | -31.1% | +21.7% | -40.5% |
| All | -9.4% | -34.6% | +25.1% | -40.5% |
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