+164.6%
DOCN vs EW
+12.4%
+152.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.3% | +1.5% | +1.3% |
| 30D | -9.6% | +1.0% | -10.7% | -10.3% |
| 3M | -37.7% | +2.8% | -40.5% | -39.1% |
| 6M | +115.2% | +5.5% | +109.7% | +106.8% |
| YTD | +133.7% | +5.5% | +128.3% | +123.4% |
| 1Y | +250.2% | +11.0% | +239.1% | +222.6% |
| 3Y | +320.3% | +17.7% | +302.6% | +227.5% |
| 5Y | +53.1% | -25.7% | +78.8% | +75.1% |
| All | +164.6% | +12.4% | +152.3% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling