+91.0%
DOCN vs ESI
+21.7%
+69.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -3.6% |
| 7D | +19.1% | +5.5% | +13.6% | +14.6% |
| 30D | -21.0% | -7.8% | -13.3% | -15.2% |
| 3M | -34.7% | -15.0% | -19.7% | -26.1% |
| 6M | -45.8% | -24.9% | -20.9% | -34.4% |
| YTD | +79.4% | +33.2% | +46.2% | +55.9% |
| 1Y | +91.0% | +24.9% | +66.1% | +70.7% |
| All | +91.0% | +21.7% | +69.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling