+70.5%
DOCN vs EFX
+13.3%
+57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.6% |
| 7D | -19.2% | +2.7% | -21.9% | -20.5% |
| 30D | -43.1% | +33.1% | -76.2% | -51.9% |
| 3M | -40.7% | +8.2% | -48.9% | -45.1% |
| 6M | -55.0% | +10.2% | -65.1% | -60.5% |
| YTD | +50.6% | -11.8% | +62.5% | +49.7% |
| 1Y | +54.0% | -6.1% | +60.0% | +45.6% |
| 3Y | +203.9% | +7.5% | +196.4% | +131.6% |
| 5Y | -29.4% | -30.7% | +1.3% | -26.4% |
| All | +70.5% | +13.3% | +57.2% | +73.5% |
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