+237.5%
DOCN vs GWRE
+74.3%
+163.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -4.0% |
| 7D | +19.1% | -2.0% | +21.1% | +19.4% |
| 30D | -21.0% | -4.1% | -17.0% | -21.0% |
| 3M | -34.7% | -13.4% | -21.4% | -34.3% |
| 6M | -45.8% | +26.0% | -71.7% | -51.3% |
| YTD | +79.4% | -21.3% | +100.7% | +88.9% |
| 1Y | +91.0% | -27.5% | +118.5% | +108.2% |
| 3Y | +237.5% | +72.7% | +164.8% | +148.6% |
| All | +237.5% | +74.3% | +163.1% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling