+70.5%
DOCN vs BAX
-64.7%
+135.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -19.2% | +12.1% | -31.3% | -21.6% |
| 30D | -43.1% | +7.6% | -50.6% | -44.2% |
| 3M | -40.7% | -4.5% | -36.2% | -40.3% |
| 6M | -55.0% | +52.0% | -107.0% | -61.1% |
| YTD | +50.6% | +35.1% | +15.5% | +32.6% |
| 1Y | +54.0% | +43.7% | +10.2% | +32.1% |
| 3Y | +203.9% | -20.9% | +224.8% | +214.2% |
| 5Y | -29.4% | -63.5% | +34.2% | -5.0% |
| All | +70.5% | -64.7% | +135.3% | +131.5% |
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