+196.4%
DOCN vs FIVE
+35.4%
+161.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.3% | -11.6% | -14.5% |
| 7D | -29.3% | -1.7% | -27.6% | -28.8% |
| 30D | -46.0% | +14.9% | -61.0% | -48.4% |
| 3M | -43.2% | +7.6% | -50.8% | -44.9% |
| 6M | -53.7% | +6.4% | -60.1% | -55.3% |
| YTD | +46.9% | +28.1% | +18.8% | +32.6% |
| 1Y | +54.3% | +54.7% | -0.4% | +30.6% |
| All | +196.4% | +35.4% | +161.0% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling