+252.3%
DOCN vs M
+123.6%
+128.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.6% | -14.8% | -9.6% |
| 7D | -20.0% | +8.3% | -28.3% | -22.4% |
| 30D | -38.8% | +14.2% | -52.9% | -41.8% |
| 3M | -34.8% | -1.1% | -33.7% | -35.1% |
| 6M | -22.8% | +36.6% | -59.4% | -32.7% |
| YTD | +74.6% | +19.8% | +54.8% | +58.4% |
| 1Y | +116.4% | +37.2% | +79.2% | +85.5% |
| All | +252.3% | +123.6% | +128.7% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling