-31.1%
DOCN vs M
-6.1%
-25.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.9% | -10.0% | -13.3% |
| 7D | -29.3% | -2.1% | -27.1% | -28.6% |
| 30D | -46.0% | +7.7% | -53.7% | -48.0% |
| 3M | -43.2% | -4.4% | -38.8% | -42.8% |
| 6M | -53.7% | +27.5% | -81.2% | -59.8% |
| YTD | +46.9% | +12.8% | +34.2% | +33.5% |
| 1Y | +54.3% | +20.7% | +33.6% | +34.8% |
| 3Y | +185.5% | +111.3% | +74.2% | +70.1% |
| 5Y | -31.1% | -6.3% | -24.8% | -42.7% |
| All | -31.1% | -6.1% | -25.0% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling