+97.7%
DOCN vs CAPR
+69.9%
+27.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.3% | -15.4% | -7.4% |
| 7D | -20.0% | +43.2% | -63.2% | -20.9% |
| 30D | -38.8% | +14.7% | -53.4% | -39.1% |
| 3M | -34.8% | +113.9% | -148.7% | -36.7% |
| 6M | -22.8% | -73.4% | +50.6% | -21.4% |
| YTD | +74.6% | -69.1% | +143.7% | +76.5% |
| 1Y | +116.4% | +47.2% | +69.2% | +93.8% |
| 3Y | +239.3% | +210.8% | +28.5% | +145.9% |
| 5Y | -20.2% | +134.1% | -154.3% | -47.0% |
| All | +97.7% | +69.9% | +27.8% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling