+97.7%
DOCN vs BB
-14.2%
+111.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.0% | -14.1% | -10.0% |
| 7D | -20.0% | -6.8% | -13.2% | -17.9% |
| 30D | -38.8% | -3.5% | -35.3% | -38.0% |
| 3M | -34.8% | -1.2% | -33.6% | -34.9% |
| 6M | -22.8% | +57.0% | -79.8% | -37.9% |
| YTD | +74.6% | +131.1% | -56.5% | +19.4% |
| 1Y | +116.4% | +87.6% | +28.9% | +59.9% |
| 3Y | +239.3% | +134.2% | +105.1% | +109.1% |
| 5Y | -20.2% | -19.9% | -0.3% | -33.5% |
| All | +97.7% | -14.2% | +111.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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