+324.3%
DOCN vs EW
+17.9%
+306.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -9.6% | +1.0% | -10.7% | -9.8% |
| 3M | -37.7% | +2.8% | -40.5% | -38.1% |
| 6M | +115.2% | +5.5% | +109.7% | +112.6% |
| YTD | +133.7% | +5.5% | +128.3% | +131.0% |
| 1Y | +250.2% | +11.0% | +239.1% | +242.2% |
| All | +324.3% | +17.9% | +306.4% | +231.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling