+60.1%
DOCN vs RF
+89.8%
-29.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.2% |
| 30D | -9.6% | -3.6% | -6.0% | -7.3% |
| 3M | -37.7% | +8.1% | -45.8% | -41.7% |
| 6M | +115.2% | +11.5% | +103.7% | +96.6% |
| YTD | +133.7% | +15.6% | +118.2% | +105.8% |
| 1Y | +250.2% | +15.7% | +234.5% | +206.5% |
| 3Y | +320.3% | +86.9% | +233.4% | +161.2% |
| All | +60.1% | +89.8% | -29.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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