+164.6%
DOCN vs LEN
-1.7%
+166.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | +1.1% | -3.2% | +4.3% | +3.0% |
| 30D | -9.6% | -4.9% | -4.7% | -7.8% |
| 3M | -37.7% | -8.5% | -29.2% | -35.9% |
| 6M | +115.2% | -20.7% | +135.9% | +140.3% |
| YTD | +133.7% | -17.4% | +151.1% | +150.4% |
| 1Y | +250.2% | -38.2% | +288.4% | +347.2% |
| 3Y | +320.3% | -24.9% | +345.2% | +319.9% |
| 5Y | +53.1% | -11.4% | +64.6% | +20.7% |
| All | +164.6% | -1.7% | +166.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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