+324.3%
DOCN vs EFX
-11.7%
+335.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +4.6% |
| 7D | +1.1% | -8.6% | +9.8% | +3.6% |
| 30D | -9.6% | +0.1% | -9.7% | -10.3% |
| 3M | -37.7% | +3.8% | -41.5% | -40.3% |
| 6M | +115.2% | -13.5% | +128.7% | +123.3% |
| YTD | +133.7% | -17.7% | +151.4% | +146.4% |
| 1Y | +250.2% | -25.6% | +275.7% | +286.0% |
| All | +324.3% | -11.7% | +335.9% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling