+324.3%
DOCN vs DD
+43.0%
+281.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.5% |
| 7D | +1.1% | -3.5% | +4.6% | +4.5% |
| 30D | -9.6% | -10.3% | +0.7% | -0.2% |
| 3M | -37.7% | -7.5% | -30.1% | -33.4% |
| 6M | +115.2% | -8.0% | +123.2% | +133.0% |
| YTD | +133.7% | +10.5% | +123.3% | +113.2% |
| 1Y | +250.2% | +38.3% | +211.9% | +159.6% |
| All | +324.3% | +43.0% | +281.3% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling