-27.5%
DOCN vs EFV
+93.2%
-120.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.7% |
| 7D | +19.1% | +2.5% | +16.6% | +14.8% |
| 30D | -21.0% | +2.9% | -23.9% | -24.4% |
| 3M | -34.7% | -1.4% | -33.3% | -33.5% |
| 6M | -45.8% | +5.5% | -51.3% | -50.2% |
| YTD | +79.4% | +16.1% | +63.3% | +40.3% |
| 1Y | +91.0% | +20.3% | +70.7% | +40.9% |
| 3Y | +237.5% | +90.4% | +147.0% | +18.9% |
| All | -27.5% | +93.2% | -120.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling