+164.6%
DOCN vs EFX
+5.8%
+158.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +6.3% |
| 7D | +1.1% | -8.6% | +9.8% | +6.0% |
| 30D | -9.6% | +0.1% | -9.7% | -10.9% |
| 3M | -37.7% | +3.8% | -41.5% | -42.2% |
| 6M | +115.2% | -13.5% | +128.7% | +122.7% |
| YTD | +133.7% | -17.7% | +151.4% | +146.1% |
| 1Y | +250.2% | -25.6% | +275.7% | +290.6% |
| 3Y | +320.3% | -12.1% | +332.4% | +281.4% |
| 5Y | +53.1% | -33.8% | +86.9% | +68.5% |
| All | +164.6% | +5.8% | +158.8% | +185.3% |
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