-31.1%
DOCN vs RUN
-82.9%
+51.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +12.3% | -28.1% | -18.7% |
| 7D | -29.3% | +30.0% | -59.3% | -34.1% |
| 30D | -46.0% | +27.0% | -73.1% | -49.5% |
| 3M | -43.2% | -5.9% | -37.3% | -43.3% |
| 6M | -53.7% | -26.7% | -27.0% | -51.7% |
| YTD | +46.9% | -46.4% | +93.3% | +58.9% |
| 1Y | +54.3% | -52.1% | +106.4% | +69.6% |
| 3Y | +185.5% | -8.9% | +194.5% | +74.9% |
| 5Y | -31.1% | -82.4% | +51.3% | +3.9% |
| All | -31.1% | -82.9% | +51.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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