-53.7%
DOCN vs GAP
-4.1%
-49.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.2% | -16.6% |
| 7D | -29.3% | -2.1% | -27.2% | -29.2% |
| 30D | -46.0% | -5.1% | -40.9% | -46.1% |
| 3M | -43.2% | +9.8% | -52.9% | -41.6% |
| 6M | -53.7% | -3.6% | -50.1% | -51.2% |
| All | -53.7% | -4.1% | -49.7% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling