+70.5%
DOCN vs USFR
+21.3%
+49.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | +0.1% | -19.3% | -19.4% |
| 30D | -43.1% | +0.4% | -43.5% | -43.7% |
| 3M | -40.7% | +1.1% | -41.8% | -42.6% |
| 6M | -55.0% | +2.1% | -57.0% | -57.9% |
| YTD | +50.6% | +3.4% | +47.2% | +34.8% |
| 1Y | +54.0% | +4.1% | +49.8% | +34.5% |
| 3Y | +203.9% | +14.4% | +189.5% | +78.3% |
| 5Y | -29.4% | +21.3% | -50.7% | -71.4% |
| All | +70.5% | +21.3% | +49.2% | -31.0% |
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