-99.6%
DFNS vs DOCN
+110.0%
-209.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.2% | -11.2% | -15.9% |
| 7D | -27.7% | -20.0% | -7.6% | -21.8% |
| 30D | -58.0% | -38.8% | -19.2% | -50.9% |
| 3M | -94.0% | -34.8% | -59.2% | -93.1% |
| 6M | -94.6% | -22.8% | -71.8% | -94.1% |
| YTD | -99.4% | +74.6% | -174.0% | -99.5% |
| 1Y | -99.6% | +116.4% | -216.1% | -99.7% |
| All | -99.6% | +110.0% | -209.7% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling