+84.2%
DOCN vs AEM
+282.9%
-198.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.8% | +3.2% | +7.0% |
| 7D | -12.8% | +17.8% | -30.6% | -16.0% |
| 30D | -41.9% | +6.2% | -48.2% | -42.6% |
| 3M | -36.9% | +12.5% | -49.5% | -38.7% |
| 6M | -52.2% | +4.4% | -56.7% | -53.2% |
| YTD | +62.7% | +19.2% | +43.5% | +53.3% |
| 1Y | +58.2% | +25.5% | +32.7% | +47.4% |
| 3Y | +219.5% | +346.4% | -127.0% | +122.4% |
| 5Y | -32.9% | +305.7% | -338.5% | -53.2% |
| All | +84.2% | +282.9% | -198.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling