+66.4%
DOCN vs P
+320.3%
-254.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -16.4% | +0.5% | -7.0% |
| 7D | -29.3% | -31.9% | +2.6% | -12.9% |
| 30D | -46.0% | -36.5% | -9.5% | -30.5% |
| 3M | -43.2% | +11.6% | -54.8% | -47.2% |
| 6M | -53.7% | +25.2% | -78.9% | -60.3% |
| YTD | +46.9% | +39.4% | +7.5% | +18.8% |
| 1Y | +54.3% | -3.7% | +58.0% | +44.5% |
| 3Y | +185.5% | +167.3% | +18.3% | +20.0% |
| 5Y | -31.1% | +237.3% | -268.4% | -75.2% |
| All | +66.4% | +320.3% | -254.0% | -48.5% |
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