+51.5%
DOCN vs EFX
-8.6%
+60.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +7.8% |
| 7D | -12.8% | -2.2% | -10.6% | -13.3% |
| 30D | -41.9% | +29.2% | -71.1% | -37.1% |
| 3M | -36.9% | +3.5% | -40.4% | -35.3% |
| 6M | -52.2% | +7.8% | -60.0% | -50.0% |
| YTD | +62.7% | -12.4% | +75.1% | +73.8% |
| All | +51.5% | -8.6% | +60.1% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling