-99.9%
DFNS vs DOCN
+54.1%
-153.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | -16.0% | +1.1% | -17.1% | -16.0% |
| 30D | -77.7% | -9.6% | -68.1% | -77.5% |
| 3M | -77.2% | -37.7% | -39.5% | -76.9% |
| 6M | -95.2% | +115.2% | -210.4% | -95.1% |
| YTD | -98.0% | +133.7% | -231.7% | -97.9% |
| 1Y | -98.3% | +250.2% | -348.4% | -98.2% |
| 3Y | -99.9% | +320.3% | -420.2% | -99.9% |
| All | -99.9% | +54.1% | -153.9% | -99.9% |
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