+97.7%
DOCN vs ALC
+11.5%
+86.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.8% | -14.0% | -10.8% |
| 7D | -20.0% | +10.7% | -30.7% | -24.9% |
| 30D | -38.8% | +20.2% | -59.0% | -45.4% |
| 3M | -34.8% | +8.9% | -43.7% | -39.1% |
| 6M | -22.8% | +5.7% | -28.5% | -28.5% |
| YTD | +74.6% | -1.4% | +76.0% | +67.2% |
| 1Y | +116.4% | +4.7% | +111.7% | +96.4% |
| 3Y | +239.3% | +5.2% | +234.1% | +185.0% |
| 5Y | -20.2% | -8.3% | -11.9% | -23.6% |
| All | +97.7% | +11.5% | +86.2% | +83.0% |
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