+103.1%
DOCN vs GAP
-7.2%
+110.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -3.9% |
| 7D | +19.1% | -1.9% | +21.0% | +19.8% |
| 30D | -21.0% | -7.1% | -14.0% | -19.4% |
| 3M | -34.7% | +4.1% | -38.9% | -36.5% |
| 6M | -45.8% | +1.9% | -47.7% | -47.8% |
| YTD | +79.4% | -15.2% | +94.6% | +81.3% |
| 1Y | +91.0% | -10.6% | +101.6% | +88.5% |
| 3Y | +237.5% | +74.6% | +162.9% | +135.4% |
| 5Y | -30.4% | +3.7% | -34.1% | -51.6% |
| All | +103.1% | -7.2% | +110.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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