+70.5%
DOCN vs DG
-25.5%
+96.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.7% |
| 7D | -19.2% | +1.1% | -20.2% | -19.2% |
| 30D | -43.1% | +9.5% | -52.6% | -43.7% |
| 3M | -40.7% | +5.5% | -46.2% | -41.2% |
| 6M | -55.0% | +16.1% | -71.1% | -56.2% |
| YTD | +50.6% | +2.7% | +47.9% | +49.3% |
| 1Y | +54.0% | +42.1% | +11.9% | +45.3% |
| 3Y | +203.9% | +19.3% | +184.6% | +184.7% |
| 5Y | -29.4% | -35.3% | +6.0% | -17.2% |
| All | +70.5% | -25.5% | +96.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling