-20.2%
DOCN vs AR
+73.2%
-93.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.3% | -0.9% | -5.8% |
| 7D | -20.0% | -11.1% | -8.9% | -18.0% |
| 30D | -38.8% | +7.9% | -46.7% | -39.9% |
| 3M | -34.8% | +4.9% | -39.7% | -35.9% |
| 6M | -22.8% | -5.3% | -17.5% | -22.6% |
| YTD | +74.6% | +8.6% | +66.0% | +68.1% |
| 1Y | +116.4% | +13.7% | +102.8% | +105.6% |
| 3Y | +239.3% | +22.8% | +216.6% | +210.7% |
| 5Y | -20.2% | +82.0% | -102.2% | -38.5% |
| All | -20.2% | +73.2% | -93.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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