+70.5%
DOCN vs EW
+27.7%
+42.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | -19.2% | +11.0% | -30.2% | -23.3% |
| 30D | -43.1% | +19.1% | -62.1% | -47.8% |
| 3M | -40.7% | +14.4% | -55.1% | -44.8% |
| 6M | -55.0% | +22.8% | -77.7% | -59.9% |
| YTD | +50.6% | +19.8% | +30.8% | +34.7% |
| 1Y | +54.0% | +23.9% | +30.1% | +35.0% |
| 3Y | +203.9% | +52.2% | +151.7% | +99.0% |
| 5Y | -29.4% | -13.9% | -15.4% | -24.4% |
| All | +70.5% | +27.7% | +42.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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