+51.5%
DOCN vs DD
+31.6%
+20.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.9% | +2.1% | +2.5% |
| 7D | -12.8% | +9.8% | -22.6% | -19.5% |
| 30D | -41.9% | +19.3% | -61.3% | -50.4% |
| 3M | -36.9% | +9.4% | -46.3% | -41.6% |
| 6M | -52.2% | +4.8% | -57.0% | -53.9% |
| YTD | +62.7% | +30.2% | +32.5% | +28.3% |
| All | +51.5% | +31.6% | +20.0% | +19.7% |
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