+1.1%
BX vs DOCN
-31.5%
+32.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +2.0% |
| 7D | +3.3% | -12.8% | +16.1% | +6.1% |
| 30D | +9.6% | -41.9% | +51.5% | +22.7% |
| 3M | -8.7% | -36.9% | +28.3% | -1.4% |
| 6M | +2.2% | -52.2% | +54.5% | +15.9% |
| YTD | -16.2% | +62.7% | -78.9% | -36.7% |
| 1Y | -11.5% | +58.2% | -69.7% | -32.7% |
| 3Y | +41.0% | +219.5% | -178.5% | -20.7% |
| 5Y | +1.1% | -32.9% | +33.9% | -23.5% |
| All | +1.1% | -31.5% | +32.6% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling