+66.4%
DOCN vs ESI
+75.9%
-9.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.0% | -7.8% | -9.0% |
| 7D | -29.3% | -13.1% | -16.2% | -19.4% |
| 30D | -46.0% | -18.5% | -27.5% | -34.7% |
| 3M | -43.2% | -19.6% | -23.6% | -30.7% |
| 6M | -53.7% | -29.8% | -23.9% | -37.7% |
| YTD | +46.9% | +23.9% | +23.0% | +16.9% |
| 1Y | +54.3% | +15.0% | +39.4% | +30.8% |
| 3Y | +185.5% | +64.3% | +121.2% | +69.3% |
| 5Y | -31.1% | +26.3% | -57.4% | -52.3% |
| All | +66.4% | +75.9% | -9.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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