+324.3%
DOCN vs ADM
+17.6%
+306.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.1% | +3.8% | -2.6% | 0.0% |
| 30D | -9.6% | +9.8% | -19.4% | -12.3% |
| 3M | -37.7% | +2.1% | -39.8% | -38.1% |
| 6M | +115.2% | +27.5% | +87.7% | +102.3% |
| YTD | +133.7% | +50.2% | +83.5% | +113.6% |
| 1Y | +250.2% | +40.6% | +209.6% | +223.3% |
| All | +324.3% | +17.6% | +306.7% | +313.9% |
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 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