-6.4%
DOCN vs AAOX
-93.5%
+87.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.9% | +16.4% | +4.0% |
| 7D | -12.1% | -48.3% | +36.2% | -3.8% |
| 30D | -41.0% | -84.3% | +43.3% | -24.5% |
| 3M | -38.7% | -91.4% | +52.7% | -18.3% |
| 6M | -51.5% | -96.3% | +44.8% | -35.2% |
| All | -6.4% | -93.5% | +87.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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