+97.7%
DOCN vs ACWI
+84.9%
+12.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.8% | -11.1% |
| 7D | -20.0% | -0.5% | -19.6% | -19.2% |
| 30D | -38.8% | -1.6% | -37.1% | -35.7% |
| 3M | -34.8% | -1.3% | -33.5% | -31.8% |
| 6M | -22.8% | +5.8% | -28.6% | -29.9% |
| YTD | +74.6% | +12.7% | +61.9% | +36.4% |
| 1Y | +116.4% | +15.0% | +101.4% | +62.0% |
| 3Y | +239.3% | +77.5% | +161.8% | -2.7% |
| 5Y | -20.2% | +61.9% | -82.1% | -66.4% |
| All | +97.7% | +84.9% | +12.8% | -28.6% |
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