+66.4%
DOCN vs BBWI
-46.8%
+113.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.2% | -9.7% | -14.0% |
| 7D | -29.3% | -3.1% | -26.2% | -28.5% |
| 30D | -46.0% | +23.1% | -69.2% | -49.7% |
| 3M | -43.2% | +7.3% | -50.5% | -45.6% |
| 6M | -53.7% | +22.6% | -76.3% | -58.7% |
| YTD | +46.9% | +13.3% | +33.6% | +31.7% |
| 1Y | +54.3% | -2.6% | +56.9% | +43.8% |
| 3Y | +185.5% | -25.9% | +211.5% | +176.1% |
| 5Y | -31.1% | -66.7% | +35.6% | -5.5% |
| All | +66.4% | -46.8% | +113.1% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling