+91.0%
DOCN vs ADM
+29.6%
+61.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -5.3% |
| 7D | +19.1% | +4.2% | +14.9% | +17.0% |
| 30D | -21.0% | -12.8% | -8.2% | -16.3% |
| 3M | -34.7% | -8.5% | -26.3% | -33.5% |
| 6M | -45.8% | -10.9% | -34.9% | -43.3% |
| YTD | +79.4% | +29.4% | +50.0% | +69.5% |
| 1Y | +91.0% | +27.5% | +63.5% | +81.7% |
| All | +91.0% | +29.6% | +61.4% | +81.7% |
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