+97.7%
DOCN vs AG
-2.0%
+99.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +9.1% | -16.3% | -9.1% |
| 7D | -20.0% | -2.6% | -17.4% | -19.7% |
| 30D | -38.8% | -12.1% | -26.7% | -37.0% |
| 3M | -34.8% | -6.6% | -28.2% | -34.1% |
| 6M | -22.8% | -20.5% | -2.3% | -20.0% |
| YTD | +74.6% | -7.4% | +82.0% | +69.3% |
| 1Y | +116.4% | +33.4% | +83.0% | +91.7% |
| 3Y | +239.3% | +219.9% | +19.4% | +120.1% |
| 5Y | -20.2% | +23.1% | -43.3% | -35.2% |
| All | +97.7% | -2.0% | +99.7% | +62.9% |
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