-34.8%
DOCN vs GAP
+17.9%
-52.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.0% | -15.2% | -5.0% |
| 7D | -20.0% | +8.0% | -28.0% | -18.0% |
| 30D | -38.8% | +2.7% | -41.5% | -37.7% |
| 3M | -34.8% | +16.0% | -50.8% | -31.6% |
| All | -34.8% | +17.9% | -52.7% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling