-20.2%
DOCN vs ALK
-28.8%
+8.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.8% | -15.9% | -11.6% |
| 7D | -20.0% | +12.4% | -32.5% | -25.3% |
| 30D | -38.8% | +2.1% | -40.8% | -39.9% |
| 3M | -34.8% | -23.9% | -10.9% | -26.1% |
| 6M | -22.8% | +8.2% | -31.0% | -30.1% |
| YTD | +74.6% | -20.5% | +95.1% | +79.8% |
| 1Y | +116.4% | -1.0% | +117.5% | +92.4% |
| 3Y | +239.3% | +19.2% | +220.1% | +125.5% |
| 5Y | -20.2% | -28.2% | +8.0% | -22.1% |
| All | -20.2% | -28.8% | +8.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling