+84.2%
DOCN vs BBWI
-47.6%
+131.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.5% |
| 7D | -12.8% | -6.2% | -6.6% | -11.0% |
| 30D | -41.9% | +25.5% | -67.4% | -46.2% |
| 3M | -36.9% | +8.0% | -44.9% | -39.8% |
| 6M | -52.2% | +12.7% | -64.9% | -56.1% |
| YTD | +62.7% | +11.6% | +51.1% | +46.5% |
| 1Y | +58.2% | -0.9% | +59.1% | +46.2% |
| 3Y | +219.5% | -22.7% | +242.2% | +201.9% |
| 5Y | -32.9% | -67.2% | +34.3% | -7.5% |
| All | +84.2% | -47.6% | +131.8% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling