+103.1%
DOCN vs EFX
+12.4%
+90.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.5% |
| 7D | +19.1% | -0.8% | +19.9% | +19.5% |
| 30D | -21.0% | +25.1% | -46.1% | -31.0% |
| 3M | -34.7% | +1.7% | -36.4% | -37.4% |
| 6M | -45.8% | +18.4% | -64.1% | -54.6% |
| YTD | +79.4% | -12.5% | +91.9% | +78.8% |
| 1Y | +91.0% | -8.1% | +99.1% | +83.0% |
| 3Y | +237.5% | +4.8% | +232.7% | +161.9% |
| 5Y | -30.4% | -30.1% | -0.3% | -27.5% |
| All | +103.1% | +12.4% | +90.7% | +107.3% |
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