+324.3%
DOCN vs PR
+73.2%
+251.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.4% |
| 7D | +1.1% | +2.9% | -1.8% | -0.1% |
| 30D | -9.6% | +18.0% | -27.7% | -15.8% |
| 3M | -37.7% | +16.9% | -54.6% | -41.9% |
| 6M | +115.2% | +28.2% | +87.0% | +91.7% |
| YTD | +133.7% | +69.3% | +64.4% | +83.5% |
| 1Y | +250.2% | +69.5% | +180.7% | +172.6% |
| All | +324.3% | +73.2% | +251.1% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling