-100.0%
DFNS vs DOCN
+182.8%
-282.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -15.9% | -3.8% | -17.0% |
| 7D | -37.4% | -29.3% | -8.2% | -33.7% |
| 30D | -65.8% | -46.0% | -19.8% | -62.6% |
| 3M | -95.0% | -43.2% | -51.8% | -94.6% |
| 6M | -95.8% | -53.7% | -42.1% | -95.4% |
| YTD | -99.5% | +46.9% | -146.5% | -99.5% |
| 1Y | -99.7% | +54.3% | -154.1% | -99.7% |
| All | -100.0% | +182.8% | -282.8% | -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 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