+128.2%
BX vs DOCN
+171.0%
-42.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | +0.1% | -9.6% | +9.7% | +1.7% |
| 3M | +16.0% | -37.7% | +53.7% | +26.6% |
| 6M | +21.6% | +115.2% | -93.6% | -7.9% |
| YTD | -8.9% | +133.7% | -142.6% | -33.3% |
| 1Y | -16.6% | +250.2% | -266.8% | -46.3% |
| 3Y | +43.3% | +320.3% | -277.0% | -17.7% |
| 5Y | +25.7% | +53.1% | -27.4% | -15.2% |
| All | +128.2% | +171.0% | -42.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling