+87.1%
DOCN vs BG
+50.8%
+36.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -12.1% | +5.0% | -17.1% | -13.5% |
| 30D | -41.0% | -3.2% | -37.8% | -40.6% |
| 3M | -38.7% | -11.2% | -27.5% | -37.0% |
| 6M | -51.5% | -19.4% | -32.1% | -48.6% |
| YTD | +65.3% | +13.6% | +51.6% | +58.7% |
| 1Y | +53.9% | +7.3% | +46.6% | +50.0% |
| 3Y | +215.6% | +3.8% | +211.8% | +203.6% |
| 5Y | -26.2% | +23.2% | -49.3% | -35.8% |
| All | +87.1% | +50.8% | +36.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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