+250.2%
DOCN vs ARMK
+47.4%
+202.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | -9.6% | 0.0% | -9.7% | -9.1% |
| 3M | -37.7% | +6.7% | -44.4% | -37.5% |
| 6M | +115.2% | +38.8% | +76.4% | +110.5% |
| YTD | +133.7% | +55.2% | +78.5% | +121.9% |
| 1Y | +250.2% | +46.6% | +203.5% | +244.0% |
| All | +250.2% | +47.4% | +202.8% | +244.0% |
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