-26.2%
DOCN vs EFX
-31.6%
+5.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -12.1% | +0.3% | -12.4% | -12.5% |
| 30D | -41.0% | +29.1% | -70.1% | -49.9% |
| 3M | -38.7% | +4.3% | -43.0% | -42.3% |
| 6M | -51.5% | +7.7% | -59.2% | -57.3% |
| YTD | +65.3% | -12.5% | +77.7% | +64.7% |
| 1Y | +53.9% | -8.8% | +62.7% | +47.8% |
| 3Y | +215.6% | +4.3% | +211.2% | +130.1% |
| 5Y | -26.2% | -29.4% | +3.2% | -8.7% |
| All | -26.2% | -31.6% | +5.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling