+164.6%
DOCN vs GME
-51.5%
+216.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | +7.2% | -6.1% | 0.0% |
| 30D | -9.6% | +0.8% | -10.4% | -9.8% |
| 3M | -37.7% | -14.0% | -23.7% | -36.4% |
| 6M | +115.2% | -19.7% | +134.9% | +121.7% |
| YTD | +133.7% | -4.6% | +138.3% | +134.6% |
| 1Y | +250.2% | -14.3% | +264.5% | +256.7% |
| 3Y | +320.3% | +4.0% | +316.3% | +233.3% |
| 5Y | +53.1% | -62.2% | +115.3% | +28.4% |
| All | +164.6% | -51.5% | +216.1% | +127.2% |
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