+53.9%
DOCN vs BAX
+47.2%
+6.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -12.1% | +3.6% | -15.8% | -12.1% |
| 30D | -41.0% | +8.5% | -49.5% | -40.9% |
| 3M | -38.7% | -4.9% | -33.8% | -38.5% |
| 6M | -51.5% | +47.0% | -98.5% | -52.3% |
| YTD | +65.3% | +38.4% | +26.8% | +58.6% |
| 1Y | +53.9% | +49.1% | +4.8% | +49.5% |
| All | +53.9% | +47.2% | +6.7% | +49.5% |
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 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