+66.4%
DOCN vs GME
-38.8%
+105.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -12.0% | -15.2% |
| 7D | -29.3% | +0.7% | -30.0% | -29.3% |
| 30D | -46.0% | -2.4% | -43.7% | -45.8% |
| 3M | -43.2% | +27.1% | -70.3% | -45.4% |
| 6M | -53.7% | -0.2% | -53.5% | -53.9% |
| YTD | +46.9% | +20.4% | +26.6% | +41.9% |
| 1Y | +54.3% | +9.8% | +44.5% | +51.0% |
| 3Y | +185.5% | +74.3% | +111.3% | +105.2% |
| 5Y | -31.1% | -54.7% | +23.6% | -44.3% |
| All | +66.4% | -38.8% | +105.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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