+54.0%
DOCN vs BAX
+44.0%
+9.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | -19.2% | +12.1% | -31.3% | -19.1% |
| 30D | -43.1% | +7.6% | -50.6% | -42.9% |
| 3M | -40.7% | -4.5% | -36.2% | -40.6% |
| 6M | -55.0% | +52.0% | -107.0% | -56.0% |
| YTD | +50.6% | +35.1% | +15.5% | +45.8% |
| 1Y | +54.0% | +43.7% | +10.2% | +51.2% |
| All | +54.0% | +44.0% | +9.9% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling