+164.6%
DOCN vs ALM
+722.0%
-557.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | +1.1% | -2.6% | +3.7% | +1.4% |
| 30D | -9.6% | +32.0% | -41.6% | -12.4% |
| 3M | -37.7% | -15.0% | -22.7% | -37.3% |
| 6M | +115.2% | -10.1% | +125.3% | +113.3% |
| YTD | +133.7% | +99.4% | +34.3% | +116.1% |
| 1Y | +250.2% | +316.4% | -66.2% | +204.0% |
| 3Y | +320.3% | +2,022.0% | -1,701.7% | +206.7% |
| 5Y | +53.1% | +941.2% | -888.1% | +13.4% |
| All | +164.6% | +722.0% | -557.4% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling