-15.6%
AKAM vs DOCN
+74.7%
-90.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +6.2% |
| 7D | -10.4% | -19.2% | +8.8% | -6.1% |
| 30D | -20.6% | -43.1% | +22.5% | -10.4% |
| 3M | -29.9% | -40.7% | +10.8% | -21.9% |
| 6M | -31.9% | -55.0% | +23.1% | -20.3% |
| YTD | -4.8% | +50.6% | -55.4% | -10.3% |
| 1Y | +13.8% | +54.0% | -40.1% | +6.7% |
| 3Y | -23.4% | +203.9% | -227.3% | -36.6% |
| 5Y | -22.6% | -29.4% | +6.8% | -30.7% |
| All | -15.6% | +74.7% | -90.2% | -26.3% |
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 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