+212.2%
DOCN vs EQX
+56.6%
+155.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.1% | +4.4% |
| 7D | +26.5% | +1.7% | +24.8% | +26.1% |
| 30D | +2.3% | +11.1% | -8.8% | +0.1% |
| 3M | -21.2% | +23.1% | -44.3% | -24.6% |
| 6M | +130.6% | -21.8% | +152.5% | +135.5% |
| YTD | +175.7% | -8.1% | +183.8% | +170.4% |
| 1Y | +286.6% | +29.7% | +256.9% | +252.5% |
| 3Y | +394.1% | +179.9% | +214.2% | +261.6% |
| 5Y | +92.1% | +82.5% | +9.5% | +51.6% |
| All | +212.2% | +56.6% | +155.6% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling