+66.4%
DOCN vs AVAV
-11.6%
+78.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.8% | -6.0% | -13.4% |
| 7D | -29.3% | -24.3% | -5.0% | -24.0% |
| 30D | -46.0% | -28.9% | -17.2% | -41.1% |
| 3M | -43.2% | -39.3% | -3.9% | -36.0% |
| 6M | -53.7% | -38.8% | -15.0% | -49.1% |
| YTD | +46.9% | -57.8% | +104.7% | +70.9% |
| 1Y | +54.3% | -70.9% | +125.2% | +98.2% |
| 3Y | +185.5% | -14.8% | +200.3% | +136.5% |
| 5Y | -31.1% | +7.3% | -38.4% | -54.2% |
| All | +66.4% | -11.6% | +78.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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