+164.6%
DOCN vs USFR
+20.4%
+144.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.7% |
| 7D | +1.1% | +0.1% | +1.1% | +0.9% |
| 30D | -9.6% | +0.3% | -9.9% | -10.5% |
| 3M | -37.7% | +1.0% | -38.7% | -39.7% |
| 6M | +115.2% | +1.9% | +113.3% | +101.9% |
| YTD | +133.7% | +2.6% | +131.1% | +114.3% |
| 1Y | +250.2% | +4.0% | +246.2% | +205.5% |
| 3Y | +320.3% | +14.1% | +306.2% | +144.3% |
| 5Y | +53.1% | +20.4% | +32.7% | -36.7% |
| All | +164.6% | +20.4% | +144.2% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling