+70.5%
DOCN vs NI
+127.1%
-56.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -19.2% | -0.9% | -18.2% | -18.9% |
| 30D | -43.1% | +9.6% | -52.7% | -44.5% |
| 3M | -40.7% | +2.5% | -43.2% | -41.1% |
| 6M | -55.0% | -5.8% | -49.2% | -54.4% |
| YTD | +50.6% | +8.6% | +42.1% | +45.1% |
| 1Y | +54.0% | +6.0% | +48.0% | +49.5% |
| 3Y | +203.9% | +91.0% | +112.9% | +140.4% |
| 5Y | -29.4% | +104.8% | -134.1% | -35.6% |
| All | +70.5% | +127.1% | -56.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling