-31.1%
DOCN vs IR
+42.7%
-73.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -13.4% |
| 7D | -29.3% | +2.3% | -31.6% | -30.4% |
| 30D | -46.0% | +3.3% | -49.4% | -47.4% |
| 3M | -43.2% | -9.0% | -34.2% | -38.4% |
| 6M | -53.7% | +8.0% | -61.7% | -57.8% |
| YTD | +46.9% | +3.4% | +43.5% | +33.5% |
| 1Y | +54.3% | +4.5% | +49.8% | +37.9% |
| 3Y | +185.5% | +25.6% | +160.0% | +95.3% |
| 5Y | -31.1% | +43.8% | -74.9% | -56.2% |
| All | -31.1% | +42.7% | -73.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling