+105.1%
DOCN vs AFL
+189.0%
-84.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.5% |
| 7D | +3.7% | +1.4% | +2.3% | +3.1% |
| 30D | -33.7% | +9.7% | -43.4% | -36.3% |
| 3M | -27.9% | +5.5% | -33.4% | -29.8% |
| 6M | -46.4% | +11.2% | -57.6% | -49.7% |
| YTD | +81.1% | +17.1% | +64.0% | +65.0% |
| 1Y | +74.3% | +14.0% | +60.3% | +60.8% |
| 3Y | +245.8% | +66.3% | +179.6% | +158.9% |
| 5Y | -23.7% | +152.7% | -176.4% | -54.3% |
| All | +105.1% | +189.0% | -84.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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