-48.5%
DOCN vs ED
+17.6%
-66.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.9% | -16.8% | -13.4% |
| 7D | -29.3% | +5.2% | -34.4% | -18.6% |
| 30D | -46.0% | +15.5% | -61.6% | -18.4% |
| All | -48.5% | +17.6% | -66.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1mo: compounded portfolio wealth divided by compounded ED 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…
1mo analysis · Full analysis span regression · Available span rolling