+86.2%
DOCN vs DRI
+36.6%
+49.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.2% |
| 7D | +27.4% | -0.3% | +27.7% | +27.2% |
| 30D | -29.7% | +10.8% | -40.6% | -27.4% |
| 3M | -32.5% | +0.9% | -33.4% | -31.1% |
| 6M | -42.2% | +16.3% | -58.5% | -39.4% |
| YTD | +87.2% | +27.8% | +59.4% | +88.8% |
| 1Y | +86.2% | +33.9% | +52.4% | +85.5% |
| All | +86.2% | +36.6% | +49.6% | +85.5% |
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