+53.9%
DOCN vs DG
+41.0%
+12.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -12.1% | +5.2% | -17.3% | -11.0% |
| 30D | -41.0% | +7.9% | -48.9% | -39.9% |
| 3M | -38.7% | +12.7% | -51.4% | -37.4% |
| 6M | -51.5% | +22.4% | -73.9% | -50.8% |
| YTD | +65.3% | +5.4% | +59.8% | +72.7% |
| 1Y | +53.9% | +39.4% | +14.5% | +58.5% |
| All | +53.9% | +41.0% | +12.9% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling