+115.2%
DOCN vs DG
-13.1%
+128.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +3.1% |
| 7D | +1.1% | +8.4% | -7.3% | +2.5% |
| 30D | -9.6% | +4.9% | -14.6% | -8.8% |
| 3M | -37.7% | +29.3% | -67.0% | -38.7% |
| 6M | +115.2% | -11.3% | +126.5% | +152.7% |
| All | +115.2% | -13.1% | +128.4% | +152.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling