+215.6%
DOCN vs AFL
+66.2%
+149.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.4% |
| 7D | -12.1% | +2.1% | -14.2% | -12.4% |
| 30D | -41.0% | +10.6% | -51.6% | -42.1% |
| 3M | -38.7% | +4.4% | -43.1% | -39.0% |
| 6M | -51.5% | +13.1% | -64.6% | -53.7% |
| YTD | +65.3% | +16.6% | +48.6% | +55.1% |
| 1Y | +53.9% | +13.8% | +40.1% | +46.0% |
| 3Y | +215.6% | +65.7% | +149.9% | +182.1% |
| All | +215.6% | +66.2% | +149.4% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling