+283.3%
DOCN vs GWRE
-45.4%
+328.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.3% |
| 7D | +19.8% | -30.9% | +50.7% | +17.8% |
| 30D | +8.4% | -20.7% | +29.1% | +7.3% |
| 3M | -23.6% | +20.2% | -43.7% | -26.7% |
| 6M | +111.3% | -11.9% | +123.2% | +115.5% |
| YTD | +172.3% | -30.3% | +202.6% | +205.4% |
| 1Y | +283.3% | -44.6% | +327.9% | +382.6% |
| All | +283.3% | -45.4% | +328.7% | +382.6% |
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 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