+116.4%
DOCN vs BAX
+46.0%
+70.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.0% | -11.1% | -7.1% |
| 7D | -20.0% | +4.1% | -24.1% | -20.1% |
| 30D | -38.8% | +9.4% | -48.2% | -38.7% |
| 3M | -34.8% | -6.5% | -28.3% | -34.6% |
| 6M | -22.8% | +59.6% | -82.4% | -24.8% |
| YTD | +74.6% | +38.9% | +35.7% | +69.9% |
| 1Y | +116.4% | +48.0% | +68.4% | +114.7% |
| All | +116.4% | +46.0% | +70.4% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling