+250.2%
DOCN vs DD
+41.5%
+208.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.5% |
| 7D | +1.1% | -3.5% | +4.6% | +4.6% |
| 30D | -9.6% | -10.3% | +0.7% | +0.1% |
| 3M | -37.7% | -7.5% | -30.1% | -33.3% |
| 6M | +115.2% | -8.0% | +123.2% | +130.0% |
| YTD | +133.7% | +10.5% | +123.3% | +116.7% |
| 1Y | +250.2% | +38.3% | +211.9% | +174.3% |
| All | +250.2% | +41.5% | +208.7% | +174.3% |
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