+93.8%
BAC vs DOCN
+171.0%
-77.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | -0.4% | -9.6% | +9.2% | +0.3% |
| 3M | +16.9% | -37.7% | +54.6% | +21.3% |
| 6M | +26.6% | +115.2% | -88.6% | +13.2% |
| YTD | +15.8% | +133.7% | -117.9% | +2.0% |
| 1Y | +27.2% | +250.2% | -223.0% | +6.2% |
| 3Y | +132.4% | +320.3% | -187.9% | +85.6% |
| 5Y | +72.6% | +53.1% | +19.5% | +40.5% |
| All | +93.8% | +171.0% | -77.2% | +61.9% |
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