-20.2%
DOCN vs PL
+24.5%
-44.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.4% | -0.8% | -5.3% |
| 7D | -20.0% | -11.7% | -8.3% | -16.9% |
| 30D | -38.8% | -27.1% | -11.6% | -32.6% |
| 3M | -34.8% | -44.6% | +9.8% | -22.6% |
| 6M | -22.8% | -67.2% | +44.4% | +3.1% |
| YTD | +74.6% | -35.9% | +110.5% | +83.4% |
| 1Y | +116.4% | -0.4% | +116.8% | +93.3% |
| 3Y | +239.3% | +454.8% | -215.5% | +25.7% |
| 5Y | -20.2% | +24.8% | -45.0% | -51.0% |
| All | -20.2% | +24.5% | -44.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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