-16.9%
BA vs DOCN
-8.3%
-8.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.3% | +3.1% |
| 7D | +5.9% | -20.0% | +25.9% | +9.1% |
| 30D | -8.2% | -38.8% | +30.6% | -2.2% |
| 3M | -25.4% | -34.8% | +9.4% | -21.9% |
| 6M | -20.0% | -22.8% | +2.8% | -20.5% |
| YTD | -18.5% | +74.6% | -93.1% | -31.1% |
| 1Y | -10.6% | +116.4% | -127.1% | -27.8% |
| 3Y | -9.3% | +239.3% | -248.6% | -36.1% |
| 5Y | -16.9% | -20.2% | +3.3% | -32.7% |
| All | -16.9% | -8.3% | -8.6% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling