-31.1%
DOCN vs ADM
+25.5%
-56.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.3% | -15.7% |
| 7D | -29.3% | -7.5% | -21.8% | -27.9% |
| 30D | -46.0% | -14.3% | -31.8% | -44.0% |
| 3M | -43.2% | -8.6% | -34.6% | -42.3% |
| 6M | -53.7% | -9.9% | -43.9% | -52.8% |
| YTD | +46.9% | +25.1% | +21.8% | +39.0% |
| 1Y | +54.3% | +28.8% | +25.5% | +44.7% |
| 3Y | +185.5% | +6.9% | +178.7% | +171.7% |
| 5Y | -31.1% | +25.9% | -57.0% | -32.3% |
| All | -31.1% | +25.5% | -56.6% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling