+97.7%
DOCN vs DOC
-13.5%
+111.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.1% | -10.3% | -8.7% |
| 7D | -20.0% | +8.7% | -28.8% | -23.4% |
| 30D | -38.8% | +7.6% | -46.4% | -41.3% |
| 3M | -34.8% | -5.3% | -29.5% | -33.4% |
| 6M | -22.8% | +27.6% | -50.4% | -34.4% |
| YTD | +74.6% | +32.4% | +42.2% | +42.5% |
| 1Y | +116.4% | +22.9% | +93.6% | +84.9% |
| 3Y | +239.3% | +43.1% | +196.2% | +154.0% |
| 5Y | -20.2% | -21.4% | +1.2% | -16.4% |
| All | +97.7% | -13.5% | +111.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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