+66.4%
DOCN vs ALB
-29.1%
+95.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +3.6% | -19.4% | -17.5% |
| 7D | -29.3% | +5.5% | -34.7% | -31.3% |
| 30D | -46.0% | -7.5% | -38.5% | -44.3% |
| 3M | -43.2% | -16.9% | -26.2% | -39.1% |
| 6M | -53.7% | -49.2% | -4.5% | -38.5% |
| YTD | +46.9% | -29.9% | +76.8% | +64.8% |
| 1Y | +54.3% | +8.2% | +46.1% | +39.7% |
| 3Y | +185.5% | -19.4% | +205.0% | +157.9% |
| 5Y | -31.1% | -61.6% | +30.5% | -11.0% |
| All | +66.4% | -29.1% | +95.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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