+111.9%
DOCN vs BAX
-64.8%
+176.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +4.0% |
| 7D | +27.4% | +0.4% | +27.0% | +27.3% |
| 30D | -29.7% | +3.4% | -33.2% | -30.4% |
| 3M | -32.5% | -4.5% | -28.0% | -31.9% |
| 6M | -42.2% | +44.0% | -86.2% | -49.1% |
| YTD | +87.2% | +34.9% | +52.3% | +64.9% |
| 1Y | +86.2% | +37.9% | +48.3% | +62.3% |
| 3Y | +257.4% | -17.1% | +274.5% | +263.6% |
| 5Y | -27.4% | -64.3% | +36.9% | -2.3% |
| All | +111.9% | -64.8% | +176.7% | +187.8% |
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