+54.0%
DOCN vs ADM
+28.3%
+25.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -19.2% | -9.0% | -10.1% | -16.4% |
| 30D | -43.1% | -14.0% | -29.1% | -40.0% |
| 3M | -40.7% | -9.2% | -31.5% | -40.1% |
| 6M | -55.0% | -9.2% | -45.8% | -54.5% |
| YTD | +50.6% | +24.2% | +26.4% | +52.6% |
| 1Y | +54.0% | +27.0% | +27.0% | +60.9% |
| All | +54.0% | +28.3% | +25.7% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling