+116.4%
DOCN vs GWRE
-24.5%
+140.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.9% | -13.1% | -6.6% |
| 7D | -20.0% | +2.2% | -22.3% | -19.8% |
| 30D | -38.8% | +4.5% | -43.3% | -38.5% |
| 3M | -34.8% | +6.4% | -41.2% | -34.4% |
| 6M | -22.8% | +18.8% | -41.6% | -20.1% |
| YTD | +74.6% | -15.1% | +89.7% | +98.0% |
| 1Y | +116.4% | -23.4% | +139.8% | +146.0% |
| All | +116.4% | -24.5% | +140.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling