+164.6%
DOCN vs AG
+33.6%
+131.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | -9.6% | +19.2% | -28.8% | -13.1% |
| 3M | -37.7% | +6.2% | -43.8% | -39.0% |
| 6M | +115.2% | -26.7% | +141.9% | +123.8% |
| YTD | +133.7% | +26.1% | +107.6% | +112.7% |
| 1Y | +250.2% | +131.7% | +118.5% | +173.4% |
| 3Y | +320.3% | +255.3% | +64.9% | +168.5% |
| 5Y | +53.1% | +61.9% | -8.8% | +16.7% |
| All | +164.6% | +33.6% | +131.1% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling