+116.4%
DOCN vs ALM
+44.8%
+71.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.3% | -7.5% |
| 7D | -20.0% | -6.4% | -13.6% | -18.5% |
| 30D | -38.8% | -35.0% | -3.8% | -31.7% |
| 3M | -34.8% | -33.8% | -1.0% | -27.5% |
| 6M | -22.8% | -55.0% | +32.2% | -10.0% |
| YTD | +74.6% | -0.2% | +74.8% | +84.1% |
| 1Y | +116.4% | +41.8% | +74.7% | +119.3% |
| All | +116.4% | +44.8% | +71.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling