+70.5%
DOCN vs ACWI
+77.8%
-7.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -19.2% | -2.4% | -16.8% | -14.0% |
| 30D | -43.1% | -5.2% | -37.9% | -34.1% |
| 3M | -40.7% | -4.8% | -35.9% | -31.8% |
| 6M | -55.0% | -1.3% | -53.7% | -51.8% |
| YTD | +50.6% | +8.4% | +42.2% | +30.4% |
| 1Y | +54.0% | +11.0% | +42.9% | +26.4% |
| 3Y | +203.9% | +70.6% | +133.3% | -3.3% |
| 5Y | -29.4% | +55.3% | -84.7% | -66.9% |
| All | +70.5% | +77.8% | -7.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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