+164.6%
DOCN vs PR
+522.4%
-357.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | -9.6% | +18.0% | -27.7% | -13.7% |
| 3M | -37.7% | +16.9% | -54.6% | -40.4% |
| 6M | +115.2% | +28.2% | +87.0% | +100.3% |
| YTD | +133.7% | +69.3% | +64.4% | +101.5% |
| 1Y | +250.2% | +69.5% | +180.7% | +200.2% |
| 3Y | +320.3% | +81.7% | +238.6% | +249.0% |
| 5Y | +53.1% | +422.2% | -369.1% | -2.4% |
| All | +164.6% | +522.4% | -357.7% | +55.0% |
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