+91.0%
DOCN vs ALM
+19.0%
+72.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.7% | -11.9% | -6.3% |
| 7D | +19.1% | +1.2% | +17.9% | +18.2% |
| 30D | -21.0% | -19.3% | -1.7% | -16.3% |
| 3M | -34.7% | -40.6% | +5.9% | -25.5% |
| 6M | -45.8% | -57.9% | +12.1% | -35.7% |
| YTD | +79.4% | -6.7% | +86.1% | +94.5% |
| 1Y | +91.0% | +20.2% | +70.8% | +105.6% |
| All | +91.0% | +19.0% | +72.1% | +105.6% |
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