+68.0%
ADP vs DOCN
+171.0%
-103.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.3% |
| 7D | -3.4% | +1.1% | -4.6% | -3.5% |
| 30D | +2.8% | -9.6% | +12.4% | +3.2% |
| 3M | +20.9% | -37.7% | +58.6% | +24.2% |
| 6M | +29.9% | +115.2% | -85.3% | +18.4% |
| YTD | +9.6% | +133.7% | -124.1% | -1.2% |
| 1Y | -5.3% | +250.2% | -255.4% | -18.3% |
| 3Y | +16.5% | +320.3% | -303.8% | -4.9% |
| 5Y | +49.4% | +53.1% | -3.7% | +27.6% |
| All | +68.0% | +171.0% | -103.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling