+84.2%
DOCN vs GWRE
+57.2%
+27.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | -12.8% | -1.0% | -11.8% | -12.6% |
| 30D | -41.9% | -3.9% | -38.0% | -41.7% |
| 3M | -36.9% | -5.7% | -31.2% | -39.2% |
| 6M | -52.2% | +16.2% | -68.4% | -62.5% |
| YTD | +62.7% | -20.0% | +82.7% | +61.8% |
| 1Y | +58.2% | -26.2% | +84.5% | +67.9% |
| 3Y | +219.5% | +79.5% | +140.0% | +11.2% |
| 5Y | -32.9% | +25.8% | -58.7% | -57.7% |
| All | +84.2% | +57.2% | +27.0% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling