+103.1%
DOCN vs USFR
+21.4%
+81.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | +0.1% | +19.0% | +18.9% |
| 30D | -21.0% | +0.4% | -21.4% | -21.8% |
| 3M | -34.7% | +1.1% | -35.8% | -36.9% |
| 6M | -45.8% | +2.0% | -47.8% | -49.2% |
| YTD | +79.4% | +3.5% | +75.9% | +60.3% |
| 1Y | +91.0% | +4.1% | +86.9% | +67.0% |
| 3Y | +237.5% | +14.4% | +223.1% | +98.6% |
| 5Y | -30.4% | +21.4% | -51.8% | -72.0% |
| All | +103.1% | +21.4% | +81.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling