-23.7%
DOCN vs AG
+4.5%
-28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +9.8% |
| 7D | +3.7% | -4.0% | +7.8% | +4.7% |
| 30D | -33.7% | -13.1% | -20.6% | -31.5% |
| 3M | -27.9% | -22.0% | -5.9% | -24.2% |
| 6M | -46.4% | -37.3% | -9.2% | -41.7% |
| YTD | +81.1% | -11.2% | +92.3% | +77.1% |
| 1Y | +74.3% | +23.9% | +50.4% | +57.1% |
| 3Y | +245.8% | +225.1% | +20.7% | +119.3% |
| 5Y | -23.7% | +7.7% | -31.5% | -8.6% |
| All | -23.7% | +4.5% | -28.3% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling