+164.6%
DOCN vs GNRC
-39.0%
+203.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | -9.6% | -13.8% | +4.2% | -2.7% |
| 3M | -37.7% | -32.6% | -5.0% | -24.8% |
| 6M | +115.2% | -15.2% | +130.4% | +125.9% |
| YTD | +133.7% | +37.4% | +96.3% | +85.4% |
| 1Y | +250.2% | +5.1% | +245.0% | +217.8% |
| 3Y | +320.3% | +57.5% | +262.8% | +189.0% |
| 5Y | +53.1% | -58.7% | +111.8% | +117.3% |
| All | +164.6% | -39.0% | +203.6% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling