+324.3%
DOCN vs REPL
-22.6%
+346.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.8% |
| 7D | +1.1% | -3.0% | +4.1% | +1.2% |
| 30D | -9.6% | +27.1% | -36.8% | -10.2% |
| 3M | -37.7% | +52.4% | -90.1% | -38.8% |
| 6M | +115.2% | +107.4% | +7.8% | +105.4% |
| YTD | +133.7% | +54.7% | +79.0% | +124.7% |
| 1Y | +250.2% | +158.9% | +91.3% | +227.4% |
| All | +324.3% | -22.6% | +346.9% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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