+201.6%
ARM vs DOCN
+233.1%
-31.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.2% | +1.9% | -2.2% |
| 7D | -18.7% | -20.0% | +1.3% | -10.4% |
| 30D | -36.7% | -38.8% | +2.1% | -22.4% |
| 3M | -31.6% | -34.8% | +3.2% | -19.2% |
| 6M | -5.6% | -22.8% | +17.1% | +2.4% |
| YTD | +75.5% | +74.6% | +0.9% | +27.3% |
| 1Y | +19.3% | +116.4% | -97.1% | -22.8% |
| 3Y | +258.6% | +239.3% | +19.2% | +79.1% |
| All | +201.6% | +233.1% | -31.5% | +54.8% |
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