-32.9%
DOCN vs EFV
+92.7%
-125.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +3.9% |
| 7D | -12.8% | +1.7% | -14.5% | -15.1% |
| 30D | -41.9% | +3.4% | -45.4% | -44.8% |
| 3M | -36.9% | -1.7% | -35.3% | -35.4% |
| 6M | -52.2% | +6.4% | -58.6% | -56.7% |
| YTD | +62.7% | +16.3% | +46.4% | +26.8% |
| 1Y | +58.2% | +22.9% | +35.3% | +12.6% |
| 3Y | +219.5% | +92.8% | +126.6% | +9.6% |
| 5Y | -32.9% | +93.5% | -126.4% | -77.0% |
| All | -32.9% | +92.7% | -125.5% | -77.0% |
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