+41.0%
GEV vs DOCN
+50.9%
-9.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.1% |
| 7D | -9.8% | -19.2% | +9.4% | -5.7% |
| 30D | -22.3% | -43.1% | +20.7% | -13.7% |
| 3M | -22.6% | -40.7% | +18.1% | -15.1% |
| 6M | -30.7% | -55.0% | +24.2% | -21.8% |
| YTD | +18.7% | +50.6% | -31.9% | -4.6% |
| 1Y | +41.0% | +54.0% | -12.9% | +12.3% |
| All | +41.0% | +50.9% | -9.9% | +12.3% |
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