+196.4%
DOCN vs DG
+23.1%
+173.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.3% | -16.0% |
| 7D | -29.3% | +6.1% | -35.4% | -28.9% |
| 30D | -46.0% | +11.9% | -58.0% | -45.7% |
| 3M | -43.2% | +9.3% | -52.4% | -42.8% |
| 6M | -53.7% | +19.1% | -72.9% | -53.4% |
| YTD | +46.9% | +5.9% | +41.0% | +48.4% |
| 1Y | +54.3% | +39.8% | +14.5% | +56.0% |
| All | +196.4% | +23.1% | +173.4% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling