+164.6%
DOCN vs DE
+105.9%
+58.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.1% | +10.0% | -8.9% | -3.4% |
| 30D | -9.6% | +13.3% | -23.0% | -15.3% |
| 3M | -37.7% | +17.5% | -55.2% | -42.9% |
| 6M | +115.2% | +13.6% | +101.6% | +99.6% |
| YTD | +133.7% | +49.8% | +83.9% | +86.0% |
| 1Y | +250.2% | +47.9% | +202.3% | +179.3% |
| 3Y | +320.3% | +72.5% | +247.8% | +210.3% |
| 5Y | +53.1% | +90.2% | -37.1% | +3.2% |
| All | +164.6% | +105.9% | +58.7% | +75.8% |
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