-31.1%
DOCN vs FND
-60.2%
+29.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.6% | -12.2% | -13.9% |
| 7D | -29.3% | +2.2% | -31.5% | -30.4% |
| 30D | -46.0% | +9.6% | -55.6% | -49.4% |
| 3M | -43.2% | -17.9% | -25.3% | -38.3% |
| 6M | -53.7% | +6.6% | -60.3% | -58.9% |
| YTD | +46.9% | -15.5% | +62.4% | +44.9% |
| 1Y | +54.3% | -16.2% | +70.6% | +51.5% |
| 3Y | +185.5% | -36.3% | +221.8% | +192.0% |
| 5Y | -31.1% | -61.4% | +30.3% | +47.2% |
| All | -31.1% | -60.2% | +29.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling