+66.4%
DOCN vs ES
+6.6%
+59.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.1% | -17.9% | -16.1% |
| 7D | -29.3% | +5.9% | -35.2% | -29.9% |
| 30D | -46.0% | +10.2% | -56.2% | -46.9% |
| 3M | -43.2% | +0.4% | -43.6% | -43.2% |
| 6M | -53.7% | +6.9% | -60.6% | -54.5% |
| YTD | +46.9% | +10.5% | +36.4% | +42.4% |
| 1Y | +54.3% | +3.2% | +51.1% | +51.7% |
| 3Y | +185.5% | +49.0% | +136.5% | +144.6% |
| 5Y | -31.1% | +4.5% | -35.6% | -34.7% |
| All | +66.4% | +6.6% | +59.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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