+116.4%
DOCN vs CAPR
+47.4%
+69.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.3% | -15.4% | -7.2% |
| 7D | -20.0% | +43.2% | -63.2% | -20.3% |
| 30D | -38.8% | +14.7% | -53.4% | -38.9% |
| 3M | -34.8% | +113.9% | -148.7% | -35.3% |
| 6M | -22.8% | -73.4% | +50.6% | -22.3% |
| YTD | +74.6% | -69.1% | +143.7% | +75.4% |
| 1Y | +116.4% | +47.2% | +69.2% | +113.7% |
| All | +116.4% | +47.4% | +69.0% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling