+324.3%
DOCN vs GAP
+114.4%
+209.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +1.1% | -4.5% | +5.6% | +2.2% |
| 30D | -9.6% | +9.0% | -18.7% | -12.1% |
| 3M | -37.7% | +5.0% | -42.7% | -39.1% |
| 6M | +115.2% | -17.8% | +133.0% | +122.2% |
| YTD | +133.7% | -10.4% | +144.1% | +134.2% |
| 1Y | +250.2% | -3.4% | +253.5% | +241.0% |
| All | +324.3% | +114.4% | +209.8% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling