+164.6%
DOCN vs AFL
+166.5%
-1.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -9.6% | -6.2% | -3.5% | -7.1% |
| 3M | -37.7% | +2.2% | -39.9% | -39.1% |
| 6M | +115.2% | +5.3% | +109.9% | +107.2% |
| YTD | +133.7% | +8.0% | +125.8% | +121.2% |
| 1Y | +250.2% | +10.2% | +239.9% | +226.2% |
| 3Y | +320.3% | +67.1% | +253.2% | +212.2% |
| 5Y | +53.1% | +135.6% | -82.5% | -5.7% |
| All | +164.6% | +166.5% | -1.9% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling