+60.1%
DOCN vs ALB
-44.4%
+104.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.3% | +4.8% |
| 7D | +1.1% | -8.1% | +9.2% | +4.8% |
| 30D | -9.6% | +6.3% | -15.9% | -13.0% |
| 3M | -37.7% | -23.6% | -14.1% | -30.4% |
| 6M | +115.2% | -24.6% | +139.8% | +139.9% |
| YTD | +133.7% | -10.3% | +144.0% | +135.3% |
| 1Y | +250.2% | +61.5% | +188.7% | +158.6% |
| 3Y | +320.3% | -34.0% | +354.3% | +353.2% |
| All | +60.1% | -44.4% | +104.4% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling