-22.8%
DOCN vs BBWI
+26.2%
-49.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -5.8% |
| 7D | -20.0% | +8.8% | -28.8% | -17.6% |
| 30D | -38.8% | +34.8% | -73.6% | -32.2% |
| 3M | -34.8% | +12.9% | -47.7% | -30.0% |
| 6M | -22.8% | +29.6% | -52.4% | -12.2% |
| All | -22.8% | +26.2% | -49.0% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling