+324.3%
DOCN vs EFV
+91.7%
+232.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | +1.1% | +1.5% | -0.4% | -1.0% |
| 30D | -9.6% | +1.7% | -11.4% | -12.0% |
| 3M | -37.7% | +8.6% | -46.3% | -44.7% |
| 6M | +115.2% | +11.7% | +103.5% | +82.7% |
| YTD | +133.7% | +19.3% | +114.5% | +77.6% |
| 1Y | +250.2% | +30.2% | +219.9% | +131.9% |
| All | +324.3% | +91.7% | +232.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling