-39.6%
AAL vs DOCN
+74.7%
-114.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.4% |
| 7D | +4.6% | -19.2% | +23.8% | +9.2% |
| 30D | +2.6% | -43.1% | +45.6% | +14.9% |
| 3M | -17.8% | -40.7% | +22.9% | -9.9% |
| 6M | +1.9% | -55.0% | +56.8% | +16.4% |
| YTD | -14.0% | +50.6% | -64.6% | -31.3% |
| 1Y | +0.2% | +54.0% | -53.7% | -20.6% |
| 3Y | +13.0% | +203.9% | -190.9% | -28.3% |
| 5Y | -39.6% | -29.4% | -10.2% | -56.4% |
| All | -39.6% | +74.7% | -114.2% | -55.4% |
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