-26.2%
DOCN vs NI
+111.5%
-137.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -12.1% | +1.5% | -13.6% | -12.5% |
| 30D | -41.0% | +11.9% | -52.9% | -43.4% |
| 3M | -38.7% | +9.1% | -47.8% | -40.6% |
| 6M | -51.5% | -1.8% | -49.7% | -51.5% |
| YTD | +65.3% | +11.4% | +53.9% | +55.9% |
| 1Y | +53.9% | +6.4% | +47.5% | +48.1% |
| 3Y | +215.6% | +98.2% | +117.3% | +122.2% |
| 5Y | -26.2% | +110.1% | -136.2% | -41.9% |
| All | -26.2% | +111.5% | -137.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling