+53.8%
BAC vs DOCN
+70.4%
-16.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.9% | +12.2% | -2.1% |
| 7D | -2.7% | -29.3% | +26.6% | +0.4% |
| 30D | -8.0% | -46.0% | +38.0% | -2.9% |
| 3M | -20.9% | -43.2% | +22.3% | -17.4% |
| 6M | -5.4% | -53.7% | +48.4% | 0.0% |
| YTD | -8.1% | +46.9% | -55.0% | -16.0% |
| 1Y | -3.1% | +54.3% | -57.4% | -12.1% |
| 3Y | +88.1% | +185.5% | -97.4% | +55.3% |
| 5Y | +19.7% | -31.1% | +50.8% | +1.1% |
| All | +53.8% | +70.4% | -16.5% | +33.4% |
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 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