+66.4%
DOCN vs DE
+97.4%
-31.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -13.9% | -15.0% |
| 7D | -29.3% | +0.5% | -29.8% | -29.5% |
| 30D | -46.0% | -2.9% | -43.2% | -45.6% |
| 3M | -43.2% | +8.6% | -51.8% | -46.1% |
| 6M | -53.7% | +15.8% | -69.5% | -57.7% |
| YTD | +46.9% | +43.6% | +3.3% | +18.3% |
| 1Y | +54.3% | +41.6% | +12.7% | +24.7% |
| 3Y | +185.5% | +80.7% | +104.9% | +105.2% |
| 5Y | -31.1% | +99.3% | -130.4% | -53.3% |
| All | +66.4% | +97.4% | -31.1% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling