-22.8%
DOCN vs AR
-4.3%
-18.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.3% | -0.9% | -8.0% |
| 7D | -20.0% | -11.1% | -8.9% | -21.6% |
| 30D | -38.8% | +7.9% | -46.7% | -36.9% |
| 3M | -34.8% | +4.9% | -39.7% | -33.8% |
| 6M | -22.8% | -5.3% | -17.5% | -22.2% |
| All | -22.8% | -4.3% | -18.4% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling