+66.4%
DOCN vs AG
-5.1%
+71.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.2% | -12.6% | -15.2% |
| 7D | -29.3% | -2.9% | -26.4% | -28.8% |
| 30D | -46.0% | -15.1% | -30.9% | -44.0% |
| 3M | -43.2% | -15.4% | -27.8% | -41.3% |
| 6M | -53.7% | -21.9% | -31.8% | -51.8% |
| YTD | +46.9% | -10.4% | +57.4% | +43.6% |
| 1Y | +54.3% | +39.8% | +14.5% | +35.9% |
| 3Y | +185.5% | +209.5% | -24.0% | +86.7% |
| 5Y | -31.1% | +12.5% | -43.6% | -42.9% |
| All | +66.4% | -5.1% | +71.5% | +38.2% |
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