+60.1%
DOCN vs CAPR
+84.7%
-24.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.2% |
| 30D | -9.6% | +139.2% | -148.8% | -12.2% |
| 3M | -37.7% | -66.4% | +28.7% | -36.9% |
| 6M | +115.2% | -63.1% | +178.3% | +117.2% |
| YTD | +133.7% | -67.4% | +201.2% | +136.4% |
| 1Y | +250.2% | +58.2% | +191.9% | +213.5% |
| 3Y | +320.3% | +42.2% | +278.1% | +237.7% |
| All | +60.1% | +84.7% | -24.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling