-27.9%
BA vs DOCN
+70.4%
-98.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.9% | +13.3% | -0.5% |
| 7D | -0.1% | -29.3% | +29.2% | +4.3% |
| 30D | -9.1% | -46.0% | +36.9% | -2.2% |
| 3M | -28.2% | -43.2% | +15.0% | -23.8% |
| 6M | -23.1% | -53.7% | +30.6% | -17.1% |
| YTD | -20.6% | +46.9% | -67.5% | -30.3% |
| 1Y | -12.7% | +54.3% | -67.0% | -24.3% |
| 3Y | -11.6% | +185.5% | -197.1% | -34.0% |
| 5Y | -23.1% | -31.1% | +7.9% | -36.7% |
| All | -27.9% | +70.4% | -98.3% | -41.7% |
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