+74.3%
DOCN vs BAX
+48.0%
+26.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.6% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | -33.7% | +6.3% | -40.0% | -33.6% |
| 3M | -27.9% | -4.6% | -23.3% | -27.7% |
| 6M | -46.4% | +50.4% | -96.8% | -47.8% |
| YTD | +81.1% | +38.0% | +43.1% | +72.5% |
| 1Y | +74.3% | +44.6% | +29.7% | +66.9% |
| All | +74.3% | +48.0% | +26.3% | +66.9% |
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