+66.4%
DOCN vs DG
-23.2%
+89.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.3% | -15.7% |
| 7D | -29.3% | +6.1% | -35.4% | -29.6% |
| 30D | -46.0% | +11.9% | -58.0% | -46.7% |
| 3M | -43.2% | +9.3% | -52.4% | -43.9% |
| 6M | -53.7% | +19.1% | -72.9% | -55.0% |
| YTD | +46.9% | +5.9% | +41.0% | +45.3% |
| 1Y | +54.3% | +39.8% | +14.5% | +46.3% |
| 3Y | +185.5% | +23.4% | +162.2% | +166.6% |
| 5Y | -31.1% | -33.3% | +2.2% | -19.4% |
| All | +66.4% | -23.2% | +89.5% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling