+103.1%
DOCN vs DG
-25.3%
+128.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | +19.1% | +0.3% | +18.8% | +19.1% |
| 30D | -21.0% | +3.2% | -24.2% | -21.4% |
| 3M | -34.7% | +10.4% | -45.2% | -35.7% |
| 6M | -45.8% | +33.2% | -78.9% | -48.3% |
| YTD | +79.4% | +3.0% | +76.4% | +77.8% |
| 1Y | +91.0% | +31.2% | +59.8% | +82.5% |
| 3Y | +237.5% | +21.8% | +215.6% | +213.8% |
| 5Y | -30.4% | -35.0% | +4.6% | -18.4% |
| All | +103.1% | -25.3% | +128.4% | +129.8% |
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