-31.1%
DOCN vs RF
+42.4%
-73.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.1% | -13.7% | -14.4% |
| 7D | -29.3% | -1.6% | -27.7% | -28.3% |
| 30D | -46.0% | +5.0% | -51.1% | -47.9% |
| 3M | -43.2% | -10.0% | -33.2% | -39.1% |
| 6M | -53.7% | +3.3% | -57.0% | -55.7% |
| YTD | +46.9% | +7.9% | +39.0% | +34.7% |
| 1Y | +54.3% | +21.2% | +33.1% | +29.3% |
| 3Y | +185.5% | +105.8% | +79.7% | +63.9% |
| 5Y | -31.1% | +43.7% | -74.8% | -50.0% |
| All | -31.1% | +42.4% | -73.5% | -50.0% |
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