+66.4%
DOCN vs DAR
-27.8%
+94.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.8% | -14.6% |
| 7D | -29.3% | -8.1% | -21.2% | -26.7% |
| 30D | -46.0% | -17.1% | -28.9% | -41.7% |
| 3M | -43.2% | -12.3% | -30.9% | -40.5% |
| 6M | -53.7% | -21.8% | -31.9% | -49.1% |
| YTD | +46.9% | +40.8% | +6.1% | +28.4% |
| 1Y | +54.3% | +57.4% | -3.0% | +28.5% |
| 3Y | +185.5% | +12.1% | +173.4% | +158.4% |
| 5Y | -31.1% | -40.2% | +9.1% | -27.1% |
| All | +66.4% | -27.8% | +94.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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