+196.4%
DOCN vs COMP
+309.8%
-113.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.2% | -7.7% | -14.2% |
| 7D | -29.3% | -1.8% | -27.5% | -28.9% |
| 30D | -46.0% | -0.8% | -45.3% | -46.0% |
| 3M | -43.2% | -28.1% | -15.1% | -39.7% |
| 6M | -53.7% | +27.0% | -80.7% | -57.6% |
| YTD | +46.9% | -12.8% | +59.7% | +44.4% |
| 1Y | +54.3% | +4.9% | +49.4% | +45.1% |
| All | +196.4% | +309.8% | -113.3% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling