+54.0%
DOCN vs ALM
+31.8%
+22.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.9% |
| 7D | -19.2% | -6.7% | -12.5% | -17.2% |
| 30D | -43.1% | -32.9% | -10.2% | -36.3% |
| 3M | -40.7% | -39.5% | -1.2% | -32.0% |
| 6M | -55.0% | -62.0% | +7.0% | -45.3% |
| YTD | +50.6% | -7.8% | +58.5% | +59.2% |
| 1Y | +54.0% | +26.7% | +27.3% | +53.3% |
| All | +54.0% | +31.8% | +22.1% | +53.3% |
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