+70.5%
DOCN vs AFL
+182.1%
-111.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.1% |
| 7D | -19.2% | +0.1% | -19.3% | -19.3% |
| 30D | -43.1% | +10.0% | -53.1% | -45.5% |
| 3M | -40.7% | -1.6% | -39.1% | -40.6% |
| 6M | -55.0% | +10.5% | -65.5% | -57.8% |
| YTD | +50.6% | +14.3% | +36.4% | +38.4% |
| 1Y | +54.0% | +11.4% | +42.6% | +43.2% |
| 3Y | +203.9% | +62.4% | +141.5% | +129.3% |
| 5Y | -29.4% | +144.8% | -174.2% | -57.4% |
| All | +70.5% | +182.1% | -111.6% | +4.4% |
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 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