+196.4%
DOCN vs S
+32.3%
+164.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.8% | -7.0% | -11.6% |
| 7D | -29.3% | -16.7% | -12.6% | -22.7% |
| 30D | -46.0% | -17.0% | -29.1% | -40.7% |
| 3M | -43.2% | +2.0% | -45.2% | -44.0% |
| 6M | -53.7% | +35.1% | -88.8% | -60.9% |
| YTD | +46.9% | +42.8% | +4.1% | +20.4% |
| 1Y | +54.3% | +27.7% | +26.6% | +31.7% |
| All | +196.4% | +32.3% | +164.1% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling