-23.7%
DOCN vs ALM
+456.2%
-480.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.3% | +9.6% |
| 7D | +3.7% | -7.2% | +10.9% | +5.0% |
| 30D | -33.7% | -26.4% | -7.3% | -30.6% |
| 3M | -27.9% | -38.6% | +10.7% | -22.8% |
| 6M | -46.4% | -61.0% | +14.6% | -40.5% |
| YTD | +81.1% | -7.4% | +88.5% | +83.9% |
| 1Y | +74.3% | +14.0% | +60.3% | +73.2% |
| 3Y | +245.8% | +844.4% | -598.6% | +170.1% |
| 5Y | -23.7% | +410.8% | -434.5% | -42.0% |
| All | -23.7% | +456.2% | -480.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling