-30.2%
DOCN vs LUNR
+35.0%
-65.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.6% | +2.9% |
| 7D | +27.4% | +51.2% | -23.8% | +23.9% |
| 30D | -29.7% | +7.0% | -36.7% | -30.0% |
| 3M | -32.5% | -23.1% | -9.3% | -31.4% |
| 6M | -42.2% | -59.4% | +17.2% | -39.6% |
| YTD | +87.2% | -19.7% | +106.9% | +87.0% |
| 1Y | +86.2% | +39.5% | +46.7% | +80.6% |
| 3Y | +257.4% | +357.2% | -99.8% | +225.1% |
| All | -30.2% | +35.0% | -65.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling