+164.6%
DOCN vs ES
+4.1%
+160.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -9.6% | -2.0% | -7.7% | -9.4% |
| 3M | -37.7% | +1.7% | -39.4% | -38.1% |
| 6M | +115.2% | -3.5% | +118.8% | +115.8% |
| YTD | +133.7% | +7.9% | +125.8% | +127.4% |
| 1Y | +250.2% | +17.2% | +233.0% | +229.6% |
| 3Y | +320.3% | +29.3% | +291.0% | +271.1% |
| 5Y | +53.1% | -5.7% | +58.9% | +40.0% |
| All | +164.6% | +4.1% | +160.5% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling