+196.4%
DOCN vs DRI
+68.1%
+128.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.8% | -15.0% | -15.6% |
| 7D | -29.3% | +3.7% | -33.0% | -30.0% |
| 30D | -46.0% | +13.5% | -59.5% | -48.1% |
| 3M | -43.2% | +10.4% | -53.6% | -45.2% |
| 6M | -53.7% | +19.5% | -73.2% | -57.3% |
| YTD | +46.9% | +28.2% | +18.7% | +28.3% |
| 1Y | +54.3% | +31.0% | +23.3% | +32.6% |
| All | +196.4% | +68.1% | +128.3% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling