+91.8%
DOCN vs COMP
-52.8%
+144.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.7% | -14.9% | -9.6% |
| 7D | -20.0% | +9.5% | -29.5% | -22.5% |
| 30D | -38.8% | +8.1% | -46.8% | -40.7% |
| 3M | -34.8% | -16.3% | -18.5% | -32.2% |
| 6M | -22.8% | +42.2% | -65.0% | -34.6% |
| YTD | +74.6% | -5.0% | +79.6% | +65.5% |
| 1Y | +116.4% | +20.1% | +96.3% | +88.6% |
| 3Y | +239.3% | +358.4% | -119.1% | +55.3% |
| 5Y | -20.2% | -21.9% | +1.7% | -36.3% |
| All | +91.8% | -52.8% | +144.6% | +80.9% |
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