+51.5%
DOCN vs EFV
+22.1%
+29.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +5.2% |
| 7D | -12.8% | +1.7% | -14.5% | -14.0% |
| 30D | -41.9% | +3.4% | -45.4% | -43.6% |
| 3M | -36.9% | -1.7% | -35.3% | -35.7% |
| 6M | -52.2% | +6.4% | -58.6% | -54.8% |
| YTD | +62.7% | +16.3% | +46.4% | +36.0% |
| All | +51.5% | +22.1% | +29.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling