+156.8%
DOCN vs COMP
-47.7%
+204.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +1.1% | +1.4% | -0.2% | +0.6% |
| 30D | -9.6% | -13.3% | +3.7% | -5.9% |
| 3M | -37.7% | +41.1% | -78.8% | -45.9% |
| 6M | +115.2% | +17.2% | +98.0% | +94.5% |
| YTD | +133.7% | +5.2% | +128.5% | +116.5% |
| 1Y | +250.2% | +18.9% | +231.2% | +205.6% |
| 3Y | +320.3% | +215.9% | +104.4% | +124.7% |
| 5Y | +53.1% | -31.2% | +84.3% | +24.4% |
| All | +156.8% | -47.7% | +204.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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