-43.2%
DOCN vs DVA
-5.1%
-38.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.1% | -17.0% | -15.5% |
| 7D | -29.3% | +0.8% | -30.1% | -28.5% |
| 30D | -46.0% | +8.0% | -54.0% | -43.9% |
| 3M | -43.2% | +3.2% | -46.4% | -41.9% |
| All | -43.2% | -5.1% | -38.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3mo: compounded portfolio wealth divided by compounded DVA 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…
3mo analysis · Full analysis span regression · Available span rolling