-26.0%
BA vs DOCN
+102.5%
-128.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.3% | +3.1% |
| 7D | +5.9% | -20.0% | +25.9% | +8.9% |
| 30D | -8.2% | -38.8% | +30.6% | -2.6% |
| 3M | -25.4% | -34.8% | +9.4% | -22.1% |
| 6M | -20.0% | -22.8% | +2.8% | -20.4% |
| YTD | -18.5% | +74.6% | -93.1% | -30.0% |
| 1Y | -10.6% | +116.4% | -127.1% | -26.3% |
| 3Y | -9.3% | +239.3% | -248.6% | -33.7% |
| 5Y | -16.9% | -20.2% | +3.3% | -33.0% |
| All | -26.0% | +102.5% | -128.5% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling