+97.7%
DOCN vs ADM
+48.1%
+49.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.2% |
| 7D | -20.0% | -8.3% | -11.8% | -18.4% |
| 30D | -38.8% | -14.1% | -24.7% | -36.6% |
| 3M | -34.8% | -10.7% | -24.1% | -33.4% |
| 6M | -22.8% | -5.9% | -16.9% | -22.1% |
| YTD | +74.6% | +25.8% | +48.8% | +65.6% |
| 1Y | +116.4% | +21.3% | +95.2% | +105.9% |
| 3Y | +239.3% | +7.4% | +231.9% | +223.1% |
| 5Y | -20.2% | +27.0% | -47.3% | -20.3% |
| All | +97.7% | +48.1% | +49.6% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling