+97.7%
DOCN vs ESI
+91.3%
+6.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.5% | -3.2% |
| 7D | -20.0% | -6.6% | -13.5% | -15.0% |
| 30D | -38.8% | -10.9% | -27.9% | -31.9% |
| 3M | -34.8% | -13.8% | -21.0% | -25.6% |
| 6M | -22.8% | -21.5% | -1.2% | -5.5% |
| YTD | +74.6% | +34.7% | +39.9% | +28.4% |
| 1Y | +116.4% | +24.9% | +91.5% | +69.6% |
| 3Y | +239.3% | +78.7% | +160.7% | +85.9% |
| 5Y | -20.2% | +36.4% | -56.6% | -48.9% |
| All | +97.7% | +91.3% | +6.4% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling