+70.5%
DOCN vs AVAV
-2.4%
+72.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.5% | -7.9% | -0.1% |
| 7D | -19.2% | -10.6% | -8.6% | -16.7% |
| 30D | -43.1% | -18.8% | -24.3% | -39.9% |
| 3M | -40.7% | -34.1% | -6.6% | -34.6% |
| 6M | -55.0% | -35.3% | -19.6% | -51.2% |
| YTD | +50.6% | -53.4% | +104.0% | +70.8% |
| 1Y | +54.0% | -65.6% | +119.6% | +89.3% |
| 3Y | +203.9% | -5.1% | +209.0% | +144.5% |
| 5Y | -29.4% | +18.5% | -47.9% | -54.3% |
| All | +70.5% | -2.4% | +72.9% | +11.6% |
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