+116.4%
DOCN vs DRI
+34.0%
+82.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.1% | -12.3% | -5.3% |
| 7D | -20.0% | +6.5% | -26.5% | -18.1% |
| 30D | -38.8% | +16.4% | -55.2% | -35.6% |
| 3M | -34.8% | +13.6% | -48.5% | -31.4% |
| 6M | -22.8% | +22.0% | -44.8% | -18.2% |
| YTD | +74.6% | +29.3% | +45.3% | +84.3% |
| 1Y | +116.4% | +32.0% | +84.4% | +129.6% |
| All | +116.4% | +34.0% | +82.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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