+250.2%
DOCN vs FIVE
+66.7%
+183.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.4% |
| 7D | +1.1% | +4.3% | -3.1% | -0.1% |
| 30D | -9.6% | +12.5% | -22.1% | -13.4% |
| 3M | -37.7% | +31.2% | -68.9% | -43.2% |
| 6M | +115.2% | +14.4% | +100.8% | +102.7% |
| YTD | +133.7% | +33.9% | +99.8% | +102.1% |
| 1Y | +250.2% | +65.1% | +185.1% | +172.2% |
| All | +250.2% | +66.7% | +183.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling