+33.3%
DRAM vs DOCN
-17.5%
+50.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -15.9% | -2.1% | -10.5% |
| 7D | -28.5% | -29.3% | +0.8% | -15.7% |
| 30D | -37.8% | -46.0% | +8.2% | -18.3% |
| 3M | -31.1% | -43.2% | +12.1% | -12.7% |
| 6M | -20.0% | -53.7% | +33.7% | +10.3% |
| All | +33.3% | -17.5% | +50.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling