+66.4%
DOCN vs GAP
-1.3%
+67.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.2% | -14.1% |
| 7D | -29.3% | -2.1% | -27.2% | -28.8% |
| 30D | -46.0% | -5.1% | -40.9% | -45.2% |
| 3M | -43.2% | +9.8% | -52.9% | -45.6% |
| 6M | -53.7% | -3.6% | -50.1% | -54.5% |
| YTD | +46.9% | -9.8% | +56.7% | +45.8% |
| 1Y | +54.3% | -1.5% | +55.8% | +47.6% |
| 3Y | +185.5% | +74.3% | +111.2% | +100.6% |
| 5Y | -31.1% | +9.9% | -41.0% | -52.9% |
| All | +66.4% | -1.3% | +67.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling