+196.4%
DOCN vs IR
+25.6%
+170.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -14.0% |
| 7D | -29.3% | +2.3% | -31.6% | -30.1% |
| 30D | -46.0% | +3.3% | -49.4% | -47.0% |
| 3M | -43.2% | -9.0% | -34.2% | -39.4% |
| 6M | -53.7% | +8.0% | -61.7% | -56.7% |
| YTD | +46.9% | +3.4% | +43.5% | +36.7% |
| 1Y | +54.3% | +4.5% | +49.8% | +41.7% |
| All | +196.4% | +25.6% | +170.8% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling