+54.3%
DOCN vs DD
+29.1%
+25.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -12.3% |
| 7D | -29.3% | +3.1% | -32.4% | -30.8% |
| 30D | -46.0% | +8.7% | -54.8% | -49.9% |
| 3M | -43.2% | -1.2% | -42.0% | -42.1% |
| 6M | -53.7% | -1.1% | -52.7% | -52.9% |
| YTD | +46.9% | +21.7% | +25.3% | +22.7% |
| 1Y | +54.3% | +24.0% | +30.3% | +28.1% |
| All | +54.3% | +29.1% | +25.2% | +28.1% |
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