-31.1%
DOCN vs ALL
+155.0%
-186.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.9% | -15.0% | -15.8% |
| 7D | -29.3% | +4.2% | -33.5% | -29.6% |
| 30D | -46.0% | +18.9% | -65.0% | -47.3% |
| 3M | -43.2% | +1.2% | -44.4% | -43.3% |
| 6M | -53.7% | +23.2% | -76.9% | -56.3% |
| YTD | +46.9% | +30.0% | +16.9% | +35.9% |
| 1Y | +54.3% | +39.6% | +14.7% | +39.1% |
| 3Y | +185.5% | +115.2% | +70.3% | +116.9% |
| 5Y | -31.1% | +156.2% | -187.3% | -49.0% |
| All | -31.1% | +155.0% | -186.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling