+107.3%
BX vs DOCN
+91.6%
+15.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | +3.7% | -12.1% | +15.8% | +6.2% |
| 30D | +8.2% | -41.0% | +49.3% | +20.0% |
| 3M | -12.7% | -38.7% | +26.0% | -5.5% |
| 6M | +1.0% | -51.5% | +52.5% | +13.3% |
| YTD | -17.2% | +65.3% | -82.5% | -36.0% |
| 1Y | -11.6% | +53.9% | -65.5% | -30.4% |
| 3Y | +36.8% | +215.6% | -178.8% | -17.9% |
| 5Y | +4.8% | -26.2% | +31.0% | -24.0% |
| All | +107.3% | +91.6% | +15.7% | +45.6% |
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