+66.4%
DOCN vs EFV
+101.1%
-34.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -14.0% | -13.2% |
| 7D | -29.3% | +0.3% | -29.6% | -29.6% |
| 30D | -46.0% | +1.2% | -47.2% | -46.9% |
| 3M | -43.2% | -2.1% | -41.1% | -41.6% |
| 6M | -53.7% | +6.4% | -60.2% | -57.7% |
| YTD | +46.9% | +14.8% | +32.1% | +18.4% |
| 1Y | +54.3% | +22.4% | +31.9% | +12.7% |
| 3Y | +185.5% | +86.6% | +99.0% | +11.3% |
| 5Y | -31.1% | +90.4% | -121.5% | -74.3% |
| All | +66.4% | +101.1% | -34.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling