+66.4%
DOCN vs A
+46.4%
+20.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.0% | -12.8% | -13.4% |
| 7D | -29.3% | -5.2% | -24.1% | -25.8% |
| 30D | -46.0% | +1.4% | -47.5% | -46.3% |
| 3M | -43.2% | +21.9% | -65.1% | -51.8% |
| 6M | -53.7% | +46.7% | -100.4% | -67.7% |
| YTD | +46.9% | +27.2% | +19.7% | +16.1% |
| 1Y | +54.3% | +17.9% | +36.4% | +30.1% |
| 3Y | +185.5% | +61.1% | +124.4% | +64.0% |
| 5Y | -31.1% | +13.8% | -44.9% | -40.9% |
| All | +66.4% | +46.4% | +20.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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