+66.4%
DOCN vs AFRM
-12.4%
+78.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.8% | -8.0% | -13.2% |
| 7D | -29.3% | -6.9% | -22.4% | -27.4% |
| 30D | -46.0% | -7.0% | -39.1% | -44.4% |
| 3M | -43.2% | -11.2% | -32.0% | -41.5% |
| 6M | -53.7% | +4.3% | -58.0% | -55.5% |
| YTD | +46.9% | -6.4% | +53.3% | +43.3% |
| 1Y | +54.3% | -2.6% | +56.9% | +47.1% |
| 3Y | +185.5% | +210.6% | -25.0% | +52.8% |
| 5Y | -31.1% | -57.6% | +26.5% | -48.6% |
| All | +66.4% | -12.4% | +78.7% | +4.7% |
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