+2.4%
DOCN vs FRSH
-72.1%
+74.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +8.6% |
| 7D | +3.7% | -8.9% | +12.6% | +9.6% |
| 30D | -33.7% | -13.2% | -20.5% | -28.1% |
| 3M | -27.9% | +0.9% | -28.8% | -30.0% |
| 6M | -46.4% | +40.3% | -86.7% | -59.0% |
| YTD | +81.1% | -1.4% | +82.5% | +67.6% |
| 1Y | +74.3% | +3.8% | +70.5% | +55.7% |
| 3Y | +245.8% | -30.8% | +276.6% | +275.7% |
| 5Y | -23.7% | -68.5% | +44.8% | +8.8% |
| All | +2.4% | -72.1% | +74.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling