+103.4%
BX vs DOCN
+108.0%
-4.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.3% |
| 7D | +0.6% | +19.1% | -18.5% | -3.4% |
| 30D | +14.2% | -21.0% | +35.3% | +18.7% |
| 3M | -18.7% | -34.7% | +16.0% | -13.1% |
| 6M | +2.5% | -45.8% | +48.2% | +12.0% |
| YTD | -18.8% | +79.4% | -98.2% | -38.5% |
| 1Y | -10.3% | +91.0% | -101.3% | -33.3% |
| 3Y | +35.4% | +237.5% | -202.1% | -19.9% |
| 5Y | +0.3% | -30.4% | +30.7% | -28.0% |
| All | +103.4% | +108.0% | -4.6% | +40.0% |
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