+66.4%
DOCN vs D
+20.4%
+46.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -29.3% | +6.9% | -36.2% | -29.9% |
| 30D | -46.0% | +12.3% | -58.4% | -46.9% |
| 3M | -43.2% | +3.0% | -46.2% | -43.4% |
| 6M | -53.7% | +12.8% | -66.5% | -54.9% |
| YTD | +46.9% | +22.6% | +24.4% | +39.5% |
| 1Y | +54.3% | +21.7% | +32.7% | +46.5% |
| 3Y | +185.5% | +83.9% | +101.6% | +132.1% |
| 5Y | -31.1% | +14.0% | -45.1% | -39.6% |
| All | +66.4% | +20.4% | +46.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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