+70.5%
DOCN vs ALC
+8.1%
+62.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.7% |
| 7D | -19.2% | +4.9% | -24.0% | -21.6% |
| 30D | -43.1% | +19.0% | -62.0% | -49.0% |
| 3M | -40.7% | +7.8% | -48.5% | -44.4% |
| 6M | -55.0% | +14.6% | -69.5% | -60.4% |
| YTD | +50.6% | -4.4% | +55.1% | +46.8% |
| 1Y | +54.0% | +1.4% | +52.6% | +42.3% |
| 3Y | +203.9% | +2.5% | +201.4% | +158.3% |
| 5Y | -29.4% | -10.9% | -18.5% | -31.3% |
| All | +70.5% | +8.1% | +62.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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