+60.1%
DOCN vs ESI
+72.3%
-12.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +0.2% |
| 7D | +1.1% | +3.3% | -2.2% | -1.8% |
| 30D | -9.6% | -5.9% | -3.8% | -4.3% |
| 3M | -37.7% | -14.1% | -23.6% | -29.6% |
| 6M | +115.2% | +6.6% | +108.6% | +95.8% |
| YTD | +133.7% | +45.0% | +88.7% | +57.0% |
| 1Y | +250.2% | +41.5% | +208.7% | +139.6% |
| 3Y | +320.3% | +78.8% | +241.5% | +119.0% |
| All | +60.1% | +72.3% | -12.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling