+70.5%
DOCN vs ARMK
+104.3%
-33.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -1.9% | -0.3% |
| 7D | -19.2% | -2.6% | -16.5% | -17.4% |
| 30D | -43.1% | -5.2% | -37.9% | -40.6% |
| 3M | -40.7% | -6.5% | -34.2% | -38.3% |
| 6M | -55.0% | +15.3% | -70.2% | -59.5% |
| YTD | +50.6% | +43.6% | +7.0% | +15.5% |
| 1Y | +54.0% | +42.1% | +11.9% | +18.6% |
| 3Y | +203.9% | +94.0% | +109.9% | +71.5% |
| 5Y | -29.4% | +96.3% | -125.6% | -63.7% |
| All | +70.5% | +104.3% | -33.8% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling