-35.1%
AAL vs DOCN
+88.7%
-123.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.0% | -0.6% | +5.7% |
| 7D | +8.3% | -12.8% | +21.1% | +11.2% |
| 30D | +11.0% | -41.9% | +52.9% | +24.0% |
| 3M | -11.2% | -36.9% | +25.8% | -3.9% |
| 6M | +6.1% | -52.2% | +58.3% | +19.9% |
| YTD | -7.6% | +62.7% | -70.4% | -27.4% |
| 1Y | +3.7% | +58.2% | -54.5% | -18.1% |
| 3Y | +20.5% | +219.5% | -199.0% | -24.2% |
| 5Y | -36.4% | -32.9% | -3.5% | -54.9% |
| All | -35.1% | +88.7% | -123.8% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling