+54.0%
DOCN vs GAP
-5.7%
+59.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.7% | +2.5% |
| 7D | -19.2% | -3.8% | -15.4% | -18.9% |
| 30D | -43.1% | -9.0% | -34.0% | -42.9% |
| 3M | -40.7% | +5.5% | -46.2% | -40.5% |
| 6M | -55.0% | -11.1% | -43.9% | -53.9% |
| YTD | +50.6% | -13.6% | +64.2% | +52.1% |
| 1Y | +54.0% | -2.9% | +56.8% | +49.9% |
| All | +54.0% | -5.7% | +59.7% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling