+70.5%
DOCN vs ESI
+79.3%
-8.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +0.9% |
| 7D | -19.2% | -8.5% | -10.6% | -12.0% |
| 30D | -43.1% | -15.7% | -27.4% | -33.1% |
| 3M | -40.7% | -18.2% | -22.5% | -28.7% |
| 6M | -55.0% | -28.8% | -26.1% | -40.1% |
| YTD | +50.6% | +26.3% | +24.4% | +17.9% |
| 1Y | +54.0% | +18.2% | +35.7% | +27.4% |
| 3Y | +203.9% | +68.1% | +135.8% | +76.6% |
| 5Y | -29.4% | +28.8% | -58.1% | -51.9% |
| All | +70.5% | +79.3% | -8.8% | +8.8% |
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