-35.6%
DOCN vs AA
-15.4%
-20.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.3% |
| 7D | -19.2% | +0.9% | -20.0% | -19.3% |
| 30D | -43.1% | -6.7% | -36.4% | -41.1% |
| 3M | -40.7% | -16.3% | -24.4% | -36.3% |
| 6M | -55.0% | -37.1% | -17.9% | -46.5% |
| YTD | +50.6% | -25.0% | +75.6% | +62.5% |
| 1Y | +54.0% | +8.6% | +45.4% | +40.5% |
| 3Y | +203.9% | +57.2% | +146.7% | +122.7% |
| All | -35.6% | -15.4% | -20.2% | -45.3% |
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