+164.6%
DOCN vs CP
+35.5%
+129.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | -2.7% | +3.8% | +2.7% |
| 30D | -9.6% | +0.2% | -9.8% | -9.9% |
| 3M | -37.7% | +2.6% | -40.3% | -39.3% |
| 6M | +115.2% | +6.0% | +109.2% | +103.6% |
| YTD | +133.7% | +24.9% | +108.8% | +96.7% |
| 1Y | +250.2% | +20.1% | +230.0% | +202.1% |
| 3Y | +320.3% | +16.4% | +303.9% | +268.1% |
| 5Y | +53.1% | +31.7% | +21.4% | +23.5% |
| All | +164.6% | +35.5% | +129.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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