+66.4%
DOCN vs CAPR
+63.8%
+2.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.6% | -12.3% | -15.7% |
| 7D | -29.3% | +29.7% | -59.0% | -29.8% |
| 30D | -46.0% | +11.0% | -57.0% | -46.3% |
| 3M | -43.2% | +118.8% | -162.0% | -44.9% |
| 6M | -53.7% | -73.9% | +20.2% | -52.9% |
| YTD | +46.9% | -70.2% | +117.1% | +48.7% |
| 1Y | +54.3% | +38.3% | +16.1% | +38.7% |
| 3Y | +185.5% | +199.7% | -14.1% | +107.2% |
| 5Y | -31.1% | +130.6% | -161.7% | -54.2% |
| All | +66.4% | +63.8% | +2.5% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling