-100.0%
DFNS vs DOCN
+74.7%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.7% | -12.4% |
| 7D | -44.0% | -19.2% | -24.9% | -42.9% |
| 30D | -69.1% | -43.1% | -26.1% | -67.8% |
| 3M | -95.6% | -40.7% | -54.9% | -95.5% |
| 6M | -96.2% | -55.0% | -41.2% | -96.0% |
| YTD | -99.6% | +50.6% | -150.2% | -99.6% |
| 1Y | -99.7% | +54.0% | -153.7% | -99.7% |
| 3Y | -100.0% | +203.9% | -303.9% | -100.0% |
| 5Y | -100.0% | -29.4% | -70.6% | -100.0% |
| All | -100.0% | +74.7% | -174.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling