+164.6%
DOCN vs BAX
-64.7%
+229.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | +1.1% | -1.1% | +2.3% | +1.5% |
| 30D | -9.6% | -5.5% | -4.2% | -8.4% |
| 3M | -37.7% | +33.5% | -71.2% | -43.5% |
| 6M | +115.2% | +35.9% | +79.4% | +92.7% |
| YTD | +133.7% | +35.4% | +98.4% | +106.3% |
| 1Y | +250.2% | +9.8% | +240.4% | +231.0% |
| 3Y | +320.3% | -32.7% | +353.0% | +359.6% |
| 5Y | +53.1% | -65.6% | +118.7% | +107.9% |
| All | +164.6% | -64.7% | +229.3% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling