+66.4%
DOCN vs ATI
+715.2%
-648.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.0% | -9.9% | -13.5% |
| 7D | -29.3% | -3.8% | -25.5% | -27.9% |
| 30D | -46.0% | -13.5% | -32.5% | -42.6% |
| 3M | -43.2% | -17.9% | -25.3% | -38.7% |
| 6M | -53.7% | +8.4% | -62.1% | -54.9% |
| YTD | +46.9% | +46.7% | +0.2% | +26.3% |
| 1Y | +54.3% | +74.5% | -20.1% | +24.3% |
| 3Y | +185.5% | +303.7% | -118.2% | +60.9% |
| 5Y | -31.1% | +848.9% | -880.0% | -65.6% |
| All | +66.4% | +715.2% | -648.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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