+103.1%
DOCN vs DD
+78.4%
+24.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.6% |
| 7D | +19.1% | +5.0% | +14.1% | +14.3% |
| 30D | -21.0% | +19.7% | -40.7% | -32.3% |
| 3M | -34.7% | +7.2% | -41.9% | -38.7% |
| 6M | -45.8% | +1.0% | -46.8% | -46.8% |
| YTD | +79.4% | +29.1% | +50.3% | +43.6% |
| 1Y | +91.0% | +28.5% | +62.5% | +53.3% |
| 3Y | +237.5% | +89.4% | +148.0% | +93.1% |
| 5Y | -30.4% | +67.1% | -97.5% | -58.5% |
| All | +103.1% | +78.4% | +24.7% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling