-99.7%
DFNS vs DOCN
+81.2%
-180.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.0% |
| 7D | -6.0% | +19.1% | -25.1% | -11.9% |
| 30D | -71.2% | -21.0% | -50.2% | -68.8% |
| 3M | -94.5% | -34.7% | -59.8% | -93.8% |
| 6M | -96.5% | -45.8% | -50.8% | -96.0% |
| YTD | -99.6% | +79.4% | -179.0% | -99.6% |
| 1Y | -99.7% | +91.0% | -190.7% | -99.7% |
| All | -99.7% | +81.2% | -180.8% | -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