+66.4%
DOCN vs ARMK
+95.6%
-29.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -12.0% | -13.4% |
| 7D | -29.3% | -10.2% | -19.1% | -23.8% |
| 30D | -46.0% | -9.3% | -36.7% | -42.1% |
| 3M | -43.2% | -11.4% | -31.8% | -38.8% |
| 6M | -53.7% | +11.6% | -65.3% | -57.5% |
| YTD | +46.9% | +37.5% | +9.5% | +15.9% |
| 1Y | +54.3% | +34.9% | +19.4% | +22.9% |
| 3Y | +185.5% | +83.4% | +102.1% | +67.5% |
| 5Y | -31.1% | +87.9% | -119.0% | -63.6% |
| All | +66.4% | +95.6% | -29.3% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling