-12.8%
DOCN vs LUNR
+53.5%
-66.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.8% |
| 7D | +1.1% | -3.6% | +4.8% | +1.3% |
| 30D | -9.6% | +5.9% | -15.5% | -10.0% |
| 3M | -37.7% | -56.0% | +18.3% | -35.0% |
| 6M | +115.2% | -20.5% | +135.7% | +116.0% |
| YTD | +133.7% | -8.7% | +142.5% | +131.7% |
| 1Y | +250.2% | +75.9% | +174.3% | +235.1% |
| 3Y | +320.3% | +202.9% | +117.4% | +284.1% |
| All | -12.8% | +53.5% | -66.3% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling