+56.3%
BAC vs DOCN
+88.7%
-32.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.7% | +1.5% |
| 7D | +2.0% | -12.8% | +14.8% | +3.1% |
| 30D | -6.9% | -41.9% | +35.0% | -2.5% |
| 3M | -19.6% | -36.9% | +17.4% | -16.8% |
| 6M | -0.5% | -52.2% | +51.8% | +5.0% |
| YTD | -6.6% | +62.7% | -69.3% | -15.5% |
| 1Y | -3.0% | +58.2% | -61.2% | -12.0% |
| 3Y | +97.3% | +219.5% | -122.2% | +61.2% |
| 5Y | +21.9% | -32.9% | +54.7% | +1.8% |
| All | +56.3% | +88.7% | -32.4% | +34.2% |
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