+164.6%
DOCN vs DRI
+88.2%
+76.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +1.1% | +0.6% | +0.6% | +0.6% |
| 30D | -9.6% | +3.8% | -13.5% | -12.1% |
| 3M | -37.7% | +13.0% | -50.7% | -43.7% |
| 6M | +115.2% | +8.3% | +106.9% | +98.1% |
| YTD | +133.7% | +20.6% | +113.1% | +96.0% |
| 1Y | +250.2% | +6.5% | +243.7% | +220.4% |
| 3Y | +320.3% | +53.7% | +266.6% | +179.6% |
| 5Y | +53.1% | +72.7% | -19.6% | -10.5% |
| All | +164.6% | +88.2% | +76.5% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling