+97.7%
DOCN vs AA
+44.1%
+53.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.8% | -9.9% | -8.2% |
| 7D | -20.0% | +0.9% | -21.0% | -20.3% |
| 30D | -38.8% | -6.4% | -32.3% | -37.1% |
| 3M | -34.8% | -13.0% | -21.9% | -31.7% |
| 6M | -22.8% | -34.6% | +11.8% | -11.1% |
| YTD | +74.6% | -23.0% | +97.6% | +85.2% |
| 1Y | +116.4% | +16.0% | +100.5% | +95.2% |
| 3Y | +239.3% | +58.0% | +181.4% | +160.8% |
| 5Y | -20.2% | -7.9% | -12.4% | -26.9% |
| All | +97.7% | +44.1% | +53.6% | +77.6% |
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