+70.5%
DOCN vs AFRM
-14.3%
+84.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.3% |
| 7D | -19.2% | -7.3% | -11.9% | -17.0% |
| 30D | -43.1% | -9.6% | -33.5% | -40.8% |
| 3M | -40.7% | -11.1% | -29.6% | -39.0% |
| 6M | -55.0% | +3.9% | -58.8% | -56.6% |
| YTD | +50.6% | -8.5% | +59.1% | +48.0% |
| 1Y | +54.0% | +3.3% | +50.7% | +44.0% |
| 3Y | +203.9% | +213.7% | -9.8% | +61.8% |
| 5Y | -29.4% | -58.5% | +29.2% | -47.0% |
| All | +70.5% | -14.3% | +84.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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