+97.7%
DOCN vs DD
+74.9%
+22.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.8% | -5.4% | -5.6% |
| 7D | -20.0% | +8.7% | -28.7% | -25.9% |
| 30D | -38.8% | +15.3% | -54.1% | -46.2% |
| 3M | -34.8% | +5.9% | -40.7% | -38.7% |
| 6M | -22.8% | +11.6% | -34.4% | -29.6% |
| YTD | +74.6% | +26.5% | +48.1% | +41.4% |
| 1Y | +116.4% | +35.4% | +81.0% | +66.1% |
| 3Y | +239.3% | +82.7% | +156.7% | +98.9% |
| 5Y | -20.2% | +66.3% | -86.5% | -51.7% |
| All | +97.7% | +74.9% | +22.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling