-31.1%
DOCN vs COMP
-28.0%
-3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.2% | -7.7% | -13.2% |
| 7D | -29.3% | -1.8% | -27.5% | -28.8% |
| 30D | -46.0% | -0.8% | -45.3% | -46.1% |
| 3M | -43.2% | -28.1% | -15.1% | -37.5% |
| 6M | -53.7% | +27.0% | -80.7% | -59.5% |
| YTD | +46.9% | -12.8% | +59.7% | +43.4% |
| 1Y | +54.3% | +4.9% | +49.4% | +40.3% |
| 3Y | +185.5% | +321.0% | -135.5% | +30.8% |
| 5Y | -31.1% | -25.6% | -5.5% | -18.3% |
| All | -31.1% | -28.0% | -3.1% | -18.3% |
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