+66.4%
DOCN vs BAH
+24.2%
+42.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.2% | -17.0% | -16.0% |
| 7D | -29.3% | +6.0% | -35.3% | -30.0% |
| 30D | -46.0% | +31.1% | -77.1% | -48.4% |
| 3M | -43.2% | +25.2% | -68.3% | -45.5% |
| 6M | -53.7% | +18.9% | -72.6% | -55.2% |
| YTD | +46.9% | +8.3% | +38.6% | +43.3% |
| 1Y | +54.3% | +6.2% | +48.1% | +51.2% |
| 3Y | +185.5% | -22.8% | +208.3% | +185.8% |
| 5Y | -31.1% | +13.6% | -44.7% | -42.7% |
| All | +66.4% | +24.2% | +42.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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