+60.1%
DOCN vs REPL
-54.3%
+114.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +1.1% | -3.0% | +4.1% | +1.3% |
| 30D | -9.6% | +27.1% | -36.8% | -11.0% |
| 3M | -37.7% | +52.4% | -90.1% | -40.7% |
| 6M | +115.2% | +107.4% | +7.8% | +88.6% |
| YTD | +133.7% | +54.7% | +79.0% | +109.4% |
| 1Y | +250.2% | +158.9% | +91.3% | +186.8% |
| 3Y | +320.3% | -23.7% | +344.0% | +245.5% |
| All | +60.1% | -54.3% | +114.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling