-12.0%
BX vs DOCN
+72.1%
-84.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.6% | -10.0% | -0.9% |
| 7D | -2.8% | +3.7% | -6.6% | -3.1% |
| 30D | +7.3% | -33.7% | +41.0% | +9.4% |
| 3M | -16.3% | -27.9% | +11.6% | -15.3% |
| 6M | +2.5% | -46.4% | +48.9% | +5.5% |
| YTD | -17.6% | +81.1% | -98.7% | -30.5% |
| All | -12.0% | +72.1% | -84.1% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling