-20.2%
DOCN vs RF
+45.2%
-65.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.7% | -8.2% |
| 7D | -20.0% | +2.3% | -22.3% | -21.4% |
| 30D | -38.8% | +7.2% | -46.0% | -41.9% |
| 3M | -34.8% | -8.2% | -26.6% | -31.2% |
| 6M | -22.8% | +7.0% | -29.8% | -28.0% |
| YTD | +74.6% | +10.3% | +64.3% | +57.3% |
| 1Y | +116.4% | +25.1% | +91.4% | +77.1% |
| 3Y | +239.3% | +110.3% | +129.0% | +91.4% |
| 5Y | -20.2% | +47.1% | -67.3% | -43.5% |
| All | -20.2% | +45.2% | -65.4% | -43.5% |
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