+70.5%
DOCN vs DRI
+98.0%
-27.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | -19.2% | +2.8% | -22.0% | -20.7% |
| 30D | -43.1% | +13.3% | -56.3% | -47.6% |
| 3M | -40.7% | +8.2% | -48.9% | -44.5% |
| 6M | -55.0% | +17.5% | -72.5% | -60.9% |
| YTD | +50.6% | +26.9% | +23.7% | +20.9% |
| 1Y | +54.0% | +31.6% | +22.4% | +19.4% |
| 3Y | +203.9% | +67.0% | +136.9% | +87.8% |
| 5Y | -29.4% | +72.9% | -102.3% | -60.2% |
| All | +70.5% | +98.0% | -27.4% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling