+97.7%
DOCN vs MET
+105.9%
-8.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.4% | -8.5% |
| 7D | -20.0% | +3.9% | -23.9% | -21.9% |
| 30D | -38.8% | +6.8% | -45.6% | -41.4% |
| 3M | -34.8% | +7.7% | -42.5% | -38.4% |
| 6M | -22.8% | +32.9% | -55.7% | -37.4% |
| YTD | +74.6% | +33.9% | +40.7% | +39.5% |
| 1Y | +116.4% | +33.0% | +83.4% | +72.8% |
| 3Y | +239.3% | +83.2% | +156.2% | +124.4% |
| 5Y | -20.2% | +88.2% | -108.5% | -46.6% |
| All | +97.7% | +105.9% | -8.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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