+252.3%
DOCN vs PR
+69.4%
+182.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.5% | -0.6% | -4.7% |
| 7D | -20.0% | -12.1% | -7.9% | -16.2% |
| 30D | -38.8% | +0.9% | -39.7% | -39.3% |
| 3M | -34.8% | +10.1% | -44.9% | -38.2% |
| 6M | -22.8% | +1.1% | -23.9% | -24.6% |
| YTD | +74.6% | +63.7% | +10.9% | +37.1% |
| 1Y | +116.4% | +87.0% | +29.4% | +58.8% |
| All | +252.3% | +69.4% | +182.9% | +151.1% |
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