+66.4%
DOCN vs NI
+128.6%
-62.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -14.0% | -15.4% |
| 7D | -29.3% | 0.0% | -29.3% | -29.2% |
| 30D | -46.0% | +10.0% | -56.0% | -47.4% |
| 3M | -43.2% | +4.3% | -47.5% | -43.9% |
| 6M | -53.7% | -6.5% | -47.2% | -53.0% |
| YTD | +46.9% | +9.3% | +37.7% | +41.3% |
| 1Y | +54.3% | +6.4% | +47.9% | +49.8% |
| 3Y | +185.5% | +89.1% | +96.5% | +126.7% |
| 5Y | -31.1% | +106.1% | -137.2% | -37.3% |
| All | +66.4% | +128.6% | -62.2% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling