+84.2%
DOCN vs BAX
-63.9%
+148.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.4% |
| 7D | -12.8% | +9.0% | -21.8% | -14.7% |
| 30D | -41.9% | +8.5% | -50.4% | -43.2% |
| 3M | -36.9% | -4.1% | -32.8% | -36.5% |
| 6M | -52.2% | +46.9% | -99.2% | -58.2% |
| YTD | +62.7% | +38.4% | +24.3% | +42.4% |
| 1Y | +58.2% | +47.0% | +11.2% | +35.0% |
| 3Y | +219.5% | -14.9% | +234.4% | +222.8% |
| 5Y | -32.9% | -62.5% | +29.6% | -10.2% |
| All | +84.2% | -63.9% | +148.1% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling