+54.3%
DOCN vs IR
+6.5%
+47.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -15.0% |
| 7D | -29.3% | +2.3% | -31.6% | -29.6% |
| 30D | -46.0% | +3.3% | -49.4% | -46.3% |
| 3M | -43.2% | -9.0% | -34.2% | -41.6% |
| 6M | -53.7% | +8.0% | -61.7% | -54.6% |
| YTD | +46.9% | +3.4% | +43.5% | +43.8% |
| 1Y | +54.3% | +4.5% | +49.8% | +51.0% |
| All | +54.3% | +6.5% | +47.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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