+66.4%
DOCN vs ALL
+170.1%
-103.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.9% | -15.0% | -15.8% |
| 7D | -29.3% | +4.2% | -33.5% | -29.4% |
| 30D | -46.0% | +18.9% | -65.0% | -46.7% |
| 3M | -43.2% | +1.2% | -44.4% | -43.2% |
| 6M | -53.7% | +23.2% | -76.9% | -55.5% |
| YTD | +46.9% | +30.0% | +16.9% | +39.1% |
| 1Y | +54.3% | +39.6% | +14.7% | +43.3% |
| 3Y | +185.5% | +115.2% | +70.3% | +137.6% |
| 5Y | -31.1% | +156.2% | -187.3% | -41.1% |
| All | +66.4% | +170.1% | -103.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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