+66.4%
DOCN vs USFR
+21.3%
+45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.9% | -15.9% |
| 7D | -29.3% | +0.1% | -29.4% | -29.5% |
| 30D | -46.0% | +0.4% | -46.4% | -46.7% |
| 3M | -43.2% | +1.1% | -44.2% | -45.0% |
| 6M | -53.7% | +2.0% | -55.8% | -56.7% |
| YTD | +46.9% | +3.4% | +43.5% | +31.6% |
| 1Y | +54.3% | +4.1% | +50.2% | +34.9% |
| 3Y | +185.5% | +14.4% | +171.1% | +67.2% |
| 5Y | -31.1% | +21.3% | -52.4% | -72.2% |
| All | +66.4% | +21.3% | +45.0% | -32.7% |
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