+54.0%
DOCN vs M
+15.5%
+38.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +3.1% |
| 7D | -19.2% | -4.3% | -14.9% | -18.4% |
| 30D | -43.1% | +1.3% | -44.3% | -42.9% |
| 3M | -40.7% | -7.4% | -33.3% | -39.3% |
| 6M | -55.0% | +18.3% | -73.3% | -57.4% |
| YTD | +50.6% | +7.6% | +43.0% | +42.7% |
| 1Y | +54.0% | +17.4% | +36.6% | +41.8% |
| All | +54.0% | +15.5% | +38.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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