+164.6%
DOCN vs D
+13.8%
+150.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | -9.6% | -3.6% | -6.1% | -9.1% |
| 3M | -37.7% | -1.0% | -36.7% | -37.8% |
| 6M | +115.2% | +6.3% | +108.9% | +110.5% |
| YTD | +133.7% | +14.7% | +119.0% | +123.9% |
| 1Y | +250.2% | +16.9% | +233.2% | +232.6% |
| 3Y | +320.3% | +56.8% | +263.5% | +251.5% |
| 5Y | +53.1% | +5.2% | +47.9% | +32.7% |
| All | +164.6% | +13.8% | +150.8% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling