+164.6%
DOCN vs GWRE
+58.8%
+105.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.7% | +13.5% |
| 7D | +1.1% | -21.1% | +22.2% | +12.6% |
| 30D | -9.6% | +1.3% | -10.9% | -13.8% |
| 3M | -37.7% | +7.4% | -45.1% | -45.7% |
| 6M | +115.2% | +5.6% | +109.6% | +81.1% |
| YTD | +133.7% | -19.2% | +152.9% | +138.8% |
| 1Y | +250.2% | -25.1% | +275.3% | +265.6% |
| 3Y | +320.3% | +87.7% | +232.6% | +42.4% |
| 5Y | +53.1% | +32.0% | +21.1% | -4.5% |
| All | +164.6% | +58.8% | +105.9% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling