+105.1%
DOCN vs BAX
-64.0%
+169.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.7% |
| 7D | +3.7% | -0.6% | +4.3% | +4.1% |
| 30D | -33.7% | +6.3% | -40.0% | -34.8% |
| 3M | -27.9% | -4.6% | -23.3% | -27.3% |
| 6M | -46.4% | +50.4% | -96.8% | -53.5% |
| YTD | +81.1% | +38.0% | +43.1% | +58.6% |
| 1Y | +74.3% | +44.6% | +29.7% | +49.6% |
| 3Y | +245.8% | -15.1% | +261.0% | +249.7% |
| 5Y | -23.7% | -63.3% | +39.6% | +2.0% |
| All | +105.1% | -64.0% | +169.0% | +176.8% |
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