-18.4%
AKAM vs DOCN
+88.7%
-107.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.4% | -5.1% |
| 7D | -7.4% | -12.8% | +5.4% | -4.7% |
| 30D | -24.9% | -41.9% | +17.0% | -15.9% |
| 3M | -27.4% | -36.9% | +9.6% | -20.3% |
| 6M | -45.6% | -52.2% | +6.6% | -37.5% |
| YTD | -8.0% | +62.7% | -70.7% | -14.9% |
| 1Y | -4.1% | +58.2% | -62.4% | -11.2% |
| 3Y | -26.9% | +219.5% | -246.3% | -40.4% |
| 5Y | -26.6% | -32.9% | +6.3% | -35.1% |
| All | -18.4% | +88.7% | -107.1% | -30.1% |
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