+54.0%
DOCN vs FIVE
+55.9%
-1.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -19.2% | -0.3% | -18.9% | -18.9% |
| 30D | -43.1% | +17.7% | -60.7% | -45.1% |
| 3M | -40.7% | +4.0% | -44.7% | -41.6% |
| 6M | -55.0% | +2.6% | -57.6% | -54.9% |
| YTD | +50.6% | +27.6% | +23.0% | +27.7% |
| 1Y | +54.0% | +59.9% | -6.0% | +10.5% |
| All | +54.0% | +55.9% | -1.9% | +10.5% |
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