-53.7%
DOCN vs AFL
+12.6%
-66.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -14.4% |
| 7D | -29.3% | +2.2% | -31.5% | -25.9% |
| 30D | -46.0% | +11.1% | -57.1% | -33.3% |
| 3M | -43.2% | +1.0% | -44.2% | -39.6% |
| 6M | -53.7% | +11.4% | -65.1% | -41.4% |
| All | -53.7% | +12.6% | -66.3% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling