+87.1%
DOCN vs DG
-23.6%
+110.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -12.1% | +5.2% | -17.3% | -12.5% |
| 30D | -41.0% | +7.9% | -48.9% | -41.5% |
| 3M | -38.7% | +12.7% | -51.4% | -39.6% |
| 6M | -51.5% | +22.4% | -73.9% | -53.1% |
| YTD | +65.3% | +5.4% | +59.8% | +63.5% |
| 1Y | +53.9% | +39.4% | +14.5% | +45.9% |
| 3Y | +215.6% | +24.1% | +191.4% | +193.4% |
| 5Y | -26.2% | -32.2% | +6.0% | -14.0% |
| All | +87.1% | -23.6% | +110.7% | +111.3% |
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