-40.7%
AAL vs DOCN
+70.4%
-111.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.9% | +10.7% | -1.6% |
| 7D | +1.2% | -29.3% | +30.5% | +8.7% |
| 30D | -0.5% | -46.0% | +45.5% | +12.8% |
| 3M | -22.0% | -43.2% | +21.2% | -13.7% |
| 6M | +4.5% | -53.7% | +58.2% | +18.6% |
| YTD | -15.7% | +46.9% | -62.6% | -32.2% |
| 1Y | -3.7% | +54.3% | -58.0% | -23.8% |
| 3Y | +7.9% | +185.5% | -177.6% | -30.5% |
| 5Y | -40.7% | -31.1% | -9.6% | -57.0% |
| All | -40.7% | +70.4% | -111.1% | -56.0% |
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 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