+196.4%
DOCN vs URA
+30.2%
+166.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.3% | -10.6% | -13.0% |
| 7D | -29.3% | -13.3% | -16.0% | -23.3% |
| 30D | -46.0% | -25.9% | -20.1% | -36.4% |
| 3M | -43.2% | -27.8% | -15.4% | -32.1% |
| 6M | -53.7% | -42.8% | -10.9% | -39.0% |
| YTD | +46.9% | -27.5% | +74.4% | +68.6% |
| 1Y | +54.3% | -35.1% | +89.5% | +85.9% |
| All | +196.4% | +30.2% | +166.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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