-30.4%
DOCN vs DE
+107.9%
-138.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -12.1% | +3.3% | -15.4% | -13.2% |
| 30D | -41.0% | +10.7% | -51.8% | -43.8% |
| 3M | -38.7% | +13.1% | -51.8% | -43.0% |
| 6M | -51.5% | +20.2% | -71.7% | -56.7% |
| YTD | +65.3% | +48.9% | +16.4% | +29.1% |
| 1Y | +53.9% | +46.6% | +7.3% | +20.7% |
| 3Y | +215.6% | +91.4% | +124.2% | +115.2% |
| All | -30.4% | +107.9% | -138.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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