+84.2%
DOCN vs EFX
+12.5%
+71.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +8.3% |
| 7D | -12.8% | -2.2% | -10.6% | -12.1% |
| 30D | -41.9% | +29.2% | -71.1% | -50.1% |
| 3M | -36.9% | +3.5% | -40.4% | -40.1% |
| 6M | -52.2% | +7.8% | -60.0% | -57.5% |
| YTD | +62.7% | -12.4% | +75.1% | +62.2% |
| 1Y | +58.2% | -8.2% | +66.5% | +51.9% |
| 3Y | +219.5% | +4.7% | +214.8% | +148.3% |
| 5Y | -32.9% | -32.0% | -0.8% | -29.8% |
| All | +84.2% | +12.5% | +71.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling