+240.7%
DOCN vs BAH
-26.8%
+267.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +9.6% |
| 7D | +3.7% | -1.6% | +5.3% | +3.8% |
| 30D | -33.7% | +18.0% | -51.7% | -34.8% |
| 3M | -27.9% | +11.4% | -39.3% | -28.8% |
| 6M | -46.4% | +17.7% | -64.1% | -47.3% |
| YTD | +81.1% | +5.4% | +75.8% | +79.5% |
| 1Y | +74.3% | +2.8% | +71.5% | +73.6% |
| All | +240.7% | -26.8% | +267.4% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling