+88.7%
BAC vs DOCN
+182.8%
-94.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.9% | +12.2% | -2.1% |
| 7D | -2.7% | -29.3% | +26.6% | +0.3% |
| 30D | -8.0% | -46.0% | +38.0% | -2.9% |
| 3M | -20.9% | -43.2% | +22.3% | -17.3% |
| 6M | -5.4% | -53.7% | +48.4% | 0.0% |
| YTD | -8.1% | +46.9% | -55.0% | -18.6% |
| 1Y | -3.1% | +54.3% | -57.4% | -15.0% |
| All | +88.7% | +182.8% | -94.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling