-20.2%
DOCN vs COMP
-21.4%
+1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.7% | -14.9% | -9.7% |
| 7D | -20.0% | +9.5% | -29.5% | -22.6% |
| 30D | -38.8% | +8.1% | -46.8% | -40.7% |
| 3M | -34.8% | -16.3% | -18.5% | -32.1% |
| 6M | -22.8% | +42.2% | -65.0% | -34.9% |
| YTD | +74.6% | -5.0% | +79.6% | +65.2% |
| 1Y | +116.4% | +20.1% | +96.3% | +87.8% |
| 3Y | +239.3% | +358.4% | -119.1% | +50.6% |
| 5Y | -20.2% | -21.9% | +1.7% | -0.3% |
| All | -20.2% | -21.4% | +1.2% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling