+74.3%
DOCN vs EFV
+20.5%
+53.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +3.7% | -1.0% | +4.7% | +5.1% |
| 30D | -33.7% | +3.1% | -36.8% | -35.4% |
| 3M | -27.9% | -1.2% | -26.7% | -26.8% |
| 6M | -46.4% | +5.6% | -52.1% | -49.0% |
| YTD | +81.1% | +15.8% | +65.3% | +50.4% |
| 1Y | +74.3% | +20.0% | +54.3% | +40.3% |
| All | +74.3% | +20.5% | +53.8% | +40.3% |
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