+103.1%
DOCN vs BAX
-64.7%
+167.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | +19.1% | +0.1% | +19.0% | +19.1% |
| 30D | -21.0% | +4.1% | -25.1% | -21.9% |
| 3M | -34.7% | -4.5% | -30.2% | -34.2% |
| 6M | -45.8% | +49.2% | -95.0% | -52.8% |
| YTD | +79.4% | +35.2% | +44.1% | +57.9% |
| 1Y | +91.0% | +38.3% | +52.7% | +66.4% |
| 3Y | +237.5% | -19.0% | +256.5% | +246.2% |
| 5Y | -30.4% | -64.2% | +33.8% | -6.5% |
| All | +103.1% | -64.7% | +167.8% | +175.6% |
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