-31.1%
DOCN vs S
-69.2%
+38.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.8% | -7.0% | -10.8% |
| 7D | -29.3% | -16.7% | -12.6% | -21.3% |
| 30D | -46.0% | -17.0% | -29.1% | -39.6% |
| 3M | -43.2% | +2.0% | -45.2% | -44.6% |
| 6M | -53.7% | +35.1% | -88.8% | -62.6% |
| YTD | +46.9% | +42.8% | +4.1% | +14.9% |
| 1Y | +54.3% | +27.7% | +26.6% | +26.9% |
| 3Y | +185.5% | +33.0% | +152.6% | +105.6% |
| 5Y | -31.1% | -68.0% | +36.9% | +46.7% |
| All | -31.1% | -69.2% | +38.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling