+203.9%
DOCN vs USFR
+14.4%
+189.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -19.2% | +0.1% | -19.3% | -18.7% |
| 30D | -43.1% | +0.4% | -43.5% | -41.6% |
| 3M | -40.7% | +1.1% | -41.8% | -36.8% |
| 6M | -55.0% | +2.1% | -57.0% | -49.0% |
| YTD | +50.6% | +3.4% | +47.2% | +83.6% |
| 1Y | +54.0% | +4.1% | +49.8% | +93.0% |
| 3Y | +203.9% | +14.4% | +189.5% | +1,012.4% |
| All | +203.9% | +14.4% | +189.5% | +1,012.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling