+54.0%
DOCN vs DD
+26.6%
+27.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.5% |
| 7D | -19.2% | +4.6% | -23.8% | -22.0% |
| 30D | -43.1% | +11.8% | -54.8% | -48.5% |
| 3M | -40.7% | +2.2% | -42.9% | -41.5% |
| 6M | -55.0% | -1.6% | -53.3% | -53.8% |
| YTD | +50.6% | +23.0% | +27.6% | +23.3% |
| 1Y | +54.0% | +26.9% | +27.0% | +23.8% |
| All | +54.0% | +26.6% | +27.3% | +23.8% |
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 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