+164.6%
DOCN vs AA
+76.9%
+87.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -9.6% | +5.0% | -14.6% | -11.8% |
| 3M | -37.7% | -35.8% | -1.9% | -27.5% |
| 6M | +115.2% | -18.4% | +133.6% | +125.8% |
| YTD | +133.7% | -5.5% | +139.2% | +129.3% |
| 1Y | +250.2% | +61.0% | +189.2% | +177.3% |
| 3Y | +320.3% | +66.2% | +254.1% | +213.0% |
| 5Y | +53.1% | +11.4% | +41.7% | +28.9% |
| All | +164.6% | +76.9% | +87.7% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling