+196.4%
DOCN vs BAX
-20.4%
+216.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.2% | -12.6% | -15.1% |
| 7D | -29.3% | +9.1% | -38.4% | -30.6% |
| 30D | -46.0% | +5.3% | -51.3% | -46.7% |
| 3M | -43.2% | -6.1% | -37.1% | -42.5% |
| 6M | -53.7% | +53.3% | -107.0% | -59.6% |
| YTD | +46.9% | +34.4% | +12.5% | +30.5% |
| 1Y | +54.3% | +43.2% | +11.2% | +33.5% |
| All | +196.4% | -20.4% | +216.8% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling