+66.4%
DOCN vs REPL
-39.4%
+105.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.2% | -12.6% | -15.6% |
| 7D | -29.3% | +15.1% | -44.4% | -29.9% |
| 30D | -46.0% | +51.1% | -97.1% | -47.6% |
| 3M | -43.2% | +69.2% | -112.4% | -45.4% |
| 6M | -53.7% | +597.6% | -651.3% | -61.9% |
| YTD | +46.9% | +106.0% | -59.0% | +27.3% |
| 1Y | +54.3% | +133.3% | -79.0% | +32.2% |
| 3Y | +185.5% | +41.0% | +144.6% | +94.1% |
| 5Y | -31.1% | -40.1% | +9.1% | -42.2% |
| All | +66.4% | -39.4% | +105.7% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling