+97.7%
DOCN vs ALL
+172.5%
-74.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.1% | -7.3% |
| 7D | -20.0% | +7.5% | -27.6% | -20.4% |
| 30D | -38.8% | +19.7% | -58.5% | -39.6% |
| 3M | -34.8% | +2.9% | -37.7% | -34.9% |
| 6M | -22.8% | +23.5% | -46.3% | -25.7% |
| YTD | +74.6% | +31.1% | +43.5% | +65.2% |
| 1Y | +116.4% | +40.5% | +76.0% | +101.0% |
| 3Y | +239.3% | +117.1% | +122.2% | +182.2% |
| 5Y | -20.2% | +158.6% | -178.8% | -31.8% |
| All | +97.7% | +172.5% | -74.8% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling