+111.9%
DOCN vs ADM
+48.3%
+63.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +27.4% | +0.7% | +26.7% | +27.2% |
| 30D | -29.7% | -14.7% | -15.0% | -27.0% |
| 3M | -32.5% | -10.4% | -22.0% | -31.0% |
| 6M | -42.2% | -10.9% | -31.2% | -40.8% |
| YTD | +87.2% | +26.0% | +61.2% | +77.5% |
| 1Y | +86.2% | +26.5% | +59.7% | +76.2% |
| 3Y | +257.4% | +8.2% | +249.2% | +239.9% |
| 5Y | -27.4% | +24.0% | -51.4% | -27.7% |
| All | +111.9% | +48.3% | +63.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling