+70.5%
DOCN vs AG
-3.4%
+74.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.1% |
| 7D | -19.2% | +6.3% | -25.5% | -20.3% |
| 30D | -43.1% | -8.9% | -34.1% | -41.8% |
| 3M | -40.7% | -12.2% | -28.5% | -39.2% |
| 6M | -55.0% | -28.3% | -26.7% | -52.3% |
| YTD | +50.6% | -8.8% | +59.4% | +46.7% |
| 1Y | +54.0% | +39.4% | +14.6% | +35.6% |
| 3Y | +203.9% | +229.4% | -25.5% | +95.5% |
| 5Y | -29.4% | +14.5% | -43.9% | -41.7% |
| All | +70.5% | -3.4% | +74.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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