-31.1%
DOCN vs ACM
+1.8%
-32.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.2% | -13.7% | -14.1% |
| 7D | -29.3% | +5.1% | -34.3% | -32.0% |
| 30D | -46.0% | +11.5% | -57.5% | -50.7% |
| 3M | -43.2% | -10.5% | -32.7% | -39.4% |
| 6M | -53.7% | -20.4% | -33.4% | -45.9% |
| YTD | +46.9% | -28.9% | +75.8% | +86.4% |
| 1Y | +54.3% | -48.7% | +103.0% | +178.4% |
| 3Y | +185.5% | -12.5% | +198.1% | +171.2% |
| 5Y | -31.1% | +0.5% | -31.6% | -46.1% |
| All | -31.1% | +1.8% | -32.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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