+116.4%
DOCN vs DD
+49.3%
+67.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.8% | -5.4% | -5.5% |
| 7D | -20.0% | +8.7% | -28.7% | -26.5% |
| 30D | -38.8% | +15.3% | -54.1% | -47.2% |
| 3M | -34.8% | +5.9% | -40.7% | -38.7% |
| 6M | -22.8% | +11.6% | -34.4% | -30.8% |
| YTD | +74.6% | +26.5% | +48.1% | +26.7% |
| 1Y | +116.4% | +35.4% | +81.0% | +42.6% |
| All | +116.4% | +49.3% | +67.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling