+66.4%
DOCN vs ALK
-42.0%
+108.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.2% | -12.6% | -14.3% |
| 7D | -29.3% | +7.1% | -36.3% | -31.9% |
| 30D | -46.0% | -3.0% | -43.1% | -45.5% |
| 3M | -43.2% | -25.6% | -17.5% | -35.2% |
| 6M | -53.7% | +0.5% | -54.2% | -56.2% |
| YTD | +46.9% | -23.1% | +70.0% | +54.2% |
| 1Y | +54.3% | -7.5% | +61.9% | +44.2% |
| 3Y | +185.5% | +15.3% | +170.2% | +109.0% |
| 5Y | -31.1% | -34.8% | +3.7% | -33.3% |
| All | +66.4% | -42.0% | +108.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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