+280.3%
DOCN vs PSLV
+54.2%
+226.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.7% | +13.4% | +12.7% |
| 7D | +16.3% | +2.7% | +13.6% | +15.8% |
| 30D | +2.0% | +3.5% | -1.4% | +1.7% |
| 3M | -25.2% | +0.3% | -25.5% | -25.5% |
| 6M | +132.7% | -21.0% | +153.7% | +134.1% |
| YTD | +163.3% | -8.9% | +172.2% | +146.4% |
| 1Y | +280.3% | +54.0% | +226.4% | +242.2% |
| All | +280.3% | +54.2% | +226.1% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSLV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling