+97.7%
DOCN vs FIVE
+30.3%
+67.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.7% | -13.9% | -10.4% |
| 7D | -20.0% | +7.5% | -27.5% | -23.2% |
| 30D | -38.8% | +16.7% | -55.5% | -43.6% |
| 3M | -34.8% | +13.4% | -48.2% | -39.7% |
| 6M | -22.8% | +9.0% | -31.8% | -28.5% |
| YTD | +74.6% | +33.8% | +40.8% | +44.9% |
| 1Y | +116.4% | +61.2% | +55.3% | +62.9% |
| 3Y | +239.3% | +42.1% | +197.2% | +151.1% |
| 5Y | -20.2% | +21.4% | -41.6% | -36.9% |
| All | +97.7% | +30.3% | +67.4% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling