+66.4%
DOCN vs PR
+472.3%
-405.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.9% | -11.0% | -14.6% |
| 7D | -29.3% | -16.5% | -12.7% | -25.8% |
| 30D | -46.0% | -4.5% | -41.5% | -45.4% |
| 3M | -43.2% | +8.5% | -51.7% | -44.7% |
| 6M | -53.7% | -3.3% | -50.4% | -53.7% |
| YTD | +46.9% | +55.7% | -8.8% | +29.0% |
| 1Y | +54.3% | +82.0% | -27.7% | +29.8% |
| 3Y | +185.5% | +62.5% | +123.1% | +143.4% |
| 5Y | -31.1% | +223.9% | -255.0% | -52.6% |
| All | +66.4% | +472.3% | -405.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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