+79.5%
DOCN vs Q
+66.4%
+13.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | -1.4% |
| 7D | -19.2% | +0.3% | -19.4% | -18.9% |
| 30D | -43.1% | -9.8% | -33.2% | -39.1% |
| 3M | -40.7% | -12.2% | -28.5% | -35.8% |
| 6M | -55.0% | -21.6% | -33.4% | -48.9% |
| YTD | +50.6% | +43.6% | +7.1% | +34.4% |
| 1Y | +54.0% | +25.7% | +28.3% | +44.4% |
| All | +79.5% | +66.4% | +13.1% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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