-43.2%
DOCN vs EFV
-2.6%
-40.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -14.0% | -15.0% |
| 7D | -29.3% | +0.3% | -29.6% | -27.7% |
| 30D | -46.0% | +1.2% | -47.2% | -45.0% |
| 3M | -43.2% | -2.1% | -41.1% | -42.9% |
| All | -43.2% | -2.6% | -40.6% | -42.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling