+164.6%
DOCN vs RF
+86.7%
+78.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.3% |
| 30D | -9.6% | -3.6% | -6.0% | -7.5% |
| 3M | -37.7% | +8.1% | -45.8% | -41.3% |
| 6M | +115.2% | +11.5% | +103.7% | +98.3% |
| YTD | +133.7% | +15.6% | +118.2% | +108.4% |
| 1Y | +250.2% | +15.7% | +234.5% | +210.7% |
| 3Y | +320.3% | +86.9% | +233.4% | +176.3% |
| 5Y | +53.1% | +89.8% | -36.7% | +6.8% |
| All | +164.6% | +86.7% | +78.0% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling