-11.3%
BA vs DOCN
+171.0%
-182.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +1.2% | +1.1% | 0.0% | +1.0% |
| 30D | -11.6% | -9.6% | -2.0% | -10.7% |
| 3M | -2.4% | -37.7% | +35.3% | +3.1% |
| 6M | -6.6% | +115.2% | -121.8% | -20.4% |
| YTD | -2.2% | +133.7% | -136.0% | -18.3% |
| 1Y | -8.0% | +250.2% | -258.2% | -28.9% |
| 3Y | -5.0% | +320.3% | -325.3% | -31.9% |
| 5Y | -2.7% | +53.1% | -55.8% | -24.7% |
| All | -11.3% | +171.0% | -182.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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