-31.1%
DOCN vs DD
+59.7%
-90.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -12.2% |
| 7D | -29.3% | +3.1% | -32.4% | -31.2% |
| 30D | -46.0% | +8.7% | -54.8% | -50.2% |
| 3M | -43.2% | -1.2% | -42.0% | -42.9% |
| 6M | -53.7% | -1.1% | -52.7% | -53.8% |
| YTD | +46.9% | +21.7% | +25.3% | +20.6% |
| 1Y | +54.3% | +24.0% | +30.3% | +24.2% |
| 3Y | +185.5% | +75.6% | +109.9% | +59.0% |
| 5Y | -31.1% | +58.2% | -89.3% | -55.6% |
| All | -31.1% | +59.7% | -90.8% | -55.6% |
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