+116.4%
DOCN vs ARMK
+41.1%
+75.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -6.4% |
| 7D | -20.0% | -5.8% | -14.2% | -19.1% |
| 30D | -38.8% | -5.3% | -33.5% | -38.1% |
| 3M | -34.8% | -6.7% | -28.1% | -33.9% |
| 6M | -22.8% | +17.4% | -40.1% | -21.7% |
| YTD | +74.6% | +43.0% | +31.6% | +71.3% |
| 1Y | +116.4% | +40.3% | +76.1% | +113.2% |
| All | +116.4% | +41.1% | +75.3% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling