-25.2%
DOCN vs PR
+22.6%
-47.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.2% | +11.4% | +12.3% |
| 7D | +16.3% | -0.6% | +16.9% | +16.4% |
| 30D | +2.0% | +17.4% | -15.3% | -2.8% |
| 3M | -25.2% | +21.8% | -46.9% | -27.6% |
| All | -25.2% | +22.6% | -47.7% | -27.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling