+116.4%
DOCN vs FIVE
+63.3%
+53.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.7% | -13.9% | -8.4% |
| 7D | -20.0% | +7.5% | -27.5% | -21.2% |
| 30D | -38.8% | +16.7% | -55.5% | -40.8% |
| 3M | -34.8% | +13.4% | -48.2% | -37.2% |
| 6M | -22.8% | +9.0% | -31.8% | -24.2% |
| YTD | +74.6% | +33.8% | +40.8% | +51.7% |
| 1Y | +116.4% | +61.2% | +55.3% | +76.5% |
| All | +116.4% | +63.3% | +53.2% | +76.5% |
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