+102.7%
BX vs DOCN
+70.4%
+32.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.9% | +11.3% | -1.2% |
| 7D | +0.3% | -29.3% | +29.6% | +7.6% |
| 30D | +6.7% | -46.0% | +52.7% | +20.5% |
| 3M | -11.1% | -43.2% | +32.1% | -2.1% |
| 6M | -0.4% | -53.7% | +53.3% | +12.5% |
| YTD | -19.1% | +46.9% | -66.0% | -35.8% |
| 1Y | -13.6% | +54.3% | -67.9% | -32.6% |
| 3Y | +30.7% | +185.5% | -154.8% | -20.0% |
| 5Y | +0.3% | -31.1% | +31.4% | -25.5% |
| All | +102.7% | +70.4% | +32.4% | +46.1% |
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