-31.1%
DOCN vs AA
-12.1%
-19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.3% | -10.5% | -13.6% |
| 7D | -29.3% | -3.7% | -25.6% | -27.9% |
| 30D | -46.0% | -10.8% | -35.3% | -43.1% |
| 3M | -43.2% | -19.1% | -24.1% | -38.1% |
| 6M | -53.7% | -38.7% | -15.0% | -44.3% |
| YTD | +46.9% | -27.1% | +74.1% | +60.4% |
| 1Y | +54.3% | +8.3% | +46.0% | +40.9% |
| 3Y | +185.5% | +49.6% | +136.0% | +113.3% |
| 5Y | -31.1% | -15.5% | -15.6% | -42.3% |
| All | -31.1% | -12.1% | -19.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling