+164.6%
DOCN vs AMCR
+4.1%
+160.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | -9.6% | -4.1% | -5.5% | -8.1% |
| 3M | -37.7% | +21.7% | -59.4% | -46.0% |
| 6M | +115.2% | +1.5% | +113.7% | +107.1% |
| YTD | +133.7% | +13.1% | +120.6% | +106.1% |
| 1Y | +250.2% | +16.5% | +233.7% | +201.2% |
| 3Y | +320.3% | +10.3% | +310.0% | +261.7% |
| 5Y | +53.1% | -7.7% | +60.8% | +47.3% |
| All | +164.6% | +4.1% | +160.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling