-39.3%
DOCN vs LUNR
+24.8%
-64.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +15.0% | -7.0% | +7.1% |
| 7D | -12.8% | +22.1% | -34.9% | -13.9% |
| 30D | -41.9% | -8.7% | -33.2% | -41.6% |
| 3M | -36.9% | -26.6% | -10.3% | -35.7% |
| 6M | -52.2% | -58.4% | +6.2% | -50.2% |
| YTD | +62.7% | -25.8% | +88.5% | +63.4% |
| 1Y | +58.2% | +25.5% | +32.7% | +54.5% |
| 3Y | +219.5% | +300.0% | -80.5% | +192.5% |
| All | -39.3% | +24.8% | -64.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling