+164.6%
DOCN vs ALC
+1.7%
+162.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.1% |
| 7D | +1.1% | -2.1% | +3.2% | +2.4% |
| 30D | -9.6% | -0.1% | -9.5% | -10.2% |
| 3M | -37.7% | +5.9% | -43.6% | -41.6% |
| 6M | +115.2% | -15.9% | +131.1% | +133.8% |
| YTD | +133.7% | -10.1% | +143.8% | +139.0% |
| 1Y | +250.2% | -10.2% | +260.4% | +255.7% |
| 3Y | +320.3% | -13.6% | +333.8% | +319.1% |
| 5Y | +53.1% | -15.1% | +68.2% | +55.6% |
| All | +164.6% | +1.7% | +162.9% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling