+116.4%
DOCN vs ES
-1.6%
+118.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.2% | -6.1% |
| 7D | -20.0% | +5.3% | -25.4% | -17.8% |
| 30D | -38.8% | +8.9% | -47.7% | -35.9% |
| 3M | -34.8% | -1.9% | -32.9% | -34.7% |
| 6M | -22.8% | +3.9% | -26.7% | -20.4% |
| YTD | +74.6% | +8.3% | +66.3% | +80.5% |
| 1Y | +116.4% | -0.1% | +116.6% | +122.8% |
| All | +116.4% | -1.6% | +118.0% | +122.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling