+60.1%
DOCN vs DD
+61.3%
-1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +133.5% |
| YTD | +133.7% | +10.5% | +123.3% | +112.8% |
| 1Y | +250.2% | +38.3% | +211.9% | +157.7% |
| 3Y | +320.3% | +42.5% | +277.8% | +196.0% |
| All | +60.1% | +61.3% | -1.2% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling