+195.7%
DOCN vs GWRE
+74.8%
+121.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +3.0% |
| 7D | -19.2% | -0.7% | -18.4% | -19.1% |
| 30D | -43.1% | -1.6% | -41.5% | -43.2% |
| 3M | -40.7% | +0.9% | -41.6% | -42.1% |
| 6M | -55.0% | +23.1% | -78.1% | -59.2% |
| YTD | +50.6% | -19.7% | +70.3% | +58.2% |
| 1Y | +54.0% | -25.0% | +79.0% | +66.4% |
| All | +195.7% | +74.8% | +121.0% | +113.3% |
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