+252.1%
DOCN vs GNRC
+88.4%
+163.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.6% |
| 7D | +27.4% | +11.9% | +15.5% | +20.9% |
| 30D | -29.7% | -10.0% | -19.8% | -25.5% |
| 3M | -32.5% | -13.1% | -19.4% | -27.9% |
| 6M | -42.2% | -28.5% | -13.7% | -34.0% |
| YTD | +87.2% | +41.4% | +45.7% | +50.9% |
| 1Y | +86.2% | +18.8% | +67.5% | +63.6% |
| All | +252.1% | +88.4% | +163.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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