+97.7%
DOCN vs P
+402.8%
-305.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.0% | -2.2% | -4.5% |
| 7D | -20.0% | -19.4% | -0.7% | -10.4% |
| 30D | -38.8% | -22.3% | -16.5% | -29.6% |
| 3M | -34.8% | +33.2% | -68.0% | -45.1% |
| 6M | -22.8% | +53.6% | -76.4% | -40.7% |
| YTD | +74.6% | +66.8% | +7.8% | +27.7% |
| 1Y | +116.4% | +17.5% | +98.9% | +81.6% |
| 3Y | +239.3% | +219.7% | +19.6% | +29.0% |
| 5Y | -20.2% | +307.8% | -328.0% | -74.2% |
| All | +97.7% | +402.8% | -305.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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