-14.8%
DOCN vs FRSH
-72.0%
+57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.2% | +5.2% |
| 7D | -19.2% | -17.7% | -1.4% | -9.5% |
| 30D | -43.1% | -11.0% | -32.1% | -39.2% |
| 3M | -40.7% | +4.5% | -45.2% | -43.6% |
| 6M | -55.0% | +36.2% | -91.2% | -64.9% |
| YTD | +50.6% | -1.1% | +51.8% | +39.1% |
| 1Y | +54.0% | +11.6% | +42.3% | +31.3% |
| 3Y | +203.9% | -33.9% | +237.8% | +240.6% |
| 5Y | -29.4% | -68.4% | +39.0% | +0.6% |
| All | -14.8% | -72.0% | +57.2% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling