+203.9%
DOCN vs AWK
+24.3%
+179.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +1.8% |
| 7D | -19.2% | +4.1% | -23.3% | -17.2% |
| 30D | -43.1% | +18.0% | -61.0% | -37.5% |
| 3M | -40.7% | +12.2% | -52.9% | -36.2% |
| 6M | -55.0% | +21.2% | -76.2% | -49.7% |
| YTD | +50.6% | +17.6% | +33.1% | +67.2% |
| 1Y | +54.0% | +19.2% | +34.7% | +71.7% |
| 3Y | +203.9% | +26.7% | +177.2% | +203.5% |
| All | +203.9% | +24.3% | +179.6% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling