+164.6%
DOCN vs DVA
+71.6%
+93.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.6% |
| 7D | +1.1% | +1.8% | -0.7% | +0.8% |
| 30D | -9.6% | -2.5% | -7.1% | -9.2% |
| 3M | -37.7% | -4.3% | -33.4% | -37.8% |
| 6M | +115.2% | +18.9% | +96.3% | +104.4% |
| YTD | +133.7% | +61.9% | +71.8% | +105.9% |
| 1Y | +250.2% | +35.7% | +214.4% | +221.2% |
| 3Y | +320.3% | +78.6% | +241.6% | +257.4% |
| 5Y | +53.1% | +39.2% | +13.9% | +22.1% |
| All | +164.6% | +71.6% | +93.0% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling