-22.8%
DOCN vs DD
+10.0%
-32.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.8% | -5.4% | -5.2% |
| 7D | -20.0% | +8.7% | -28.7% | -27.8% |
| 30D | -38.8% | +15.3% | -54.1% | -49.1% |
| 3M | -34.8% | +5.9% | -40.7% | -38.9% |
| 6M | -22.8% | +11.6% | -34.4% | -35.2% |
| All | -22.8% | +10.0% | -32.8% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling