+70.5%
DOCN vs BAH
+18.6%
+51.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +3.2% |
| 7D | -19.2% | -3.5% | -15.6% | -18.8% |
| 30D | -43.1% | +24.3% | -67.3% | -45.2% |
| 3M | -40.7% | +16.3% | -57.0% | -42.4% |
| 6M | -55.0% | +13.6% | -68.6% | -56.2% |
| YTD | +50.6% | +3.5% | +47.1% | +47.8% |
| 1Y | +54.0% | +2.7% | +51.3% | +51.4% |
| 3Y | +203.9% | -26.6% | +230.5% | +206.6% |
| 5Y | -29.4% | +8.5% | -37.9% | -40.9% |
| All | +70.5% | +18.6% | +51.9% | +43.4% |
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