+252.3%
DOCN vs IR
+29.2%
+223.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.7% | -6.9% |
| 7D | -20.0% | +11.6% | -31.6% | -26.0% |
| 30D | -38.8% | +7.2% | -45.9% | -41.5% |
| 3M | -34.8% | -5.9% | -28.9% | -32.3% |
| 6M | -22.8% | +11.5% | -34.2% | -29.5% |
| YTD | +74.6% | +6.3% | +68.3% | +58.9% |
| 1Y | +116.4% | +9.1% | +107.3% | +92.2% |
| All | +252.3% | +29.2% | +223.1% | +192.5% |
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