+203.9%
DOCN vs ADM
+6.1%
+197.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -19.2% | -9.0% | -10.1% | -17.4% |
| 30D | -43.1% | -14.0% | -29.1% | -41.1% |
| 3M | -40.7% | -9.2% | -31.5% | -39.8% |
| 6M | -55.0% | -9.2% | -45.8% | -54.3% |
| YTD | +50.6% | +24.2% | +26.4% | +44.6% |
| 1Y | +54.0% | +27.0% | +27.0% | +47.0% |
| 3Y | +203.9% | +6.6% | +197.3% | +186.8% |
| All | +203.9% | +6.1% | +197.8% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling