+518.8%
GEV vs DOCN
+121.8%
+397.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.2% | -0.9% |
| 7D | -3.0% | +3.7% | -6.7% | -4.0% |
| 30D | -18.9% | -33.7% | +14.8% | -11.3% |
| 3M | -20.1% | -27.9% | +7.8% | -15.0% |
| 6M | -24.6% | -46.4% | +21.8% | -15.6% |
| YTD | +24.0% | +81.1% | -57.1% | -3.5% |
| 1Y | +40.6% | +74.3% | -33.7% | +10.6% |
| All | +518.8% | +121.8% | +397.0% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling