+324.3%
DOCN vs AWK
+10.2%
+314.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | +1.7% | -0.6% | +1.7% |
| 30D | -9.6% | +5.6% | -15.2% | -8.0% |
| 3M | -37.7% | +15.9% | -53.5% | -35.2% |
| 6M | +115.2% | +4.6% | +110.6% | +121.7% |
| YTD | +133.7% | +10.1% | +123.7% | +141.7% |
| 1Y | +250.2% | +2.1% | +248.1% | +259.7% |
| All | +324.3% | +10.2% | +314.0% | +278.3% |
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