+203.9%
DOCN vs BBY
+71.1%
+132.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -19.2% | +4.2% | -23.3% | -20.3% |
| 30D | -43.1% | +17.8% | -60.8% | -46.3% |
| 3M | -40.7% | +25.8% | -66.5% | -45.8% |
| 6M | -55.0% | +73.8% | -128.8% | -65.0% |
| YTD | +50.6% | +54.7% | -4.1% | +22.1% |
| 1Y | +54.0% | +33.4% | +20.6% | +34.7% |
| 3Y | +203.9% | +72.2% | +131.7% | +116.9% |
| All | +203.9% | +71.1% | +132.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling