+66.4%
DOCN vs EFX
+15.8%
+50.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.7% | -16.3% |
| 7D | -29.3% | +8.1% | -37.3% | -32.2% |
| 30D | -46.0% | +36.0% | -82.1% | -54.8% |
| 3M | -43.2% | +9.6% | -52.8% | -47.7% |
| 6M | -53.7% | +14.7% | -68.5% | -60.3% |
| YTD | +46.9% | -9.9% | +56.8% | +44.5% |
| 1Y | +54.3% | -5.4% | +59.8% | +46.1% |
| 3Y | +185.5% | +9.3% | +176.3% | +116.6% |
| 5Y | -31.1% | -29.1% | -2.0% | -29.0% |
| All | +66.4% | +15.8% | +50.5% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling