-31.1%
DOCN vs BEN
+12.5%
-43.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.9% | -11.0% | -11.3% |
| 7D | -29.3% | -0.4% | -28.9% | -28.8% |
| 30D | -46.0% | -0.7% | -45.3% | -45.5% |
| 3M | -43.2% | -6.8% | -36.4% | -39.1% |
| 6M | -53.7% | +7.9% | -61.6% | -56.9% |
| YTD | +46.9% | +39.6% | +7.3% | +5.5% |
| 1Y | +54.3% | +48.5% | +5.8% | +4.0% |
| 3Y | +185.5% | +55.7% | +129.8% | +72.2% |
| 5Y | -31.1% | +15.1% | -46.2% | -34.2% |
| All | -31.1% | +12.5% | -43.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling