+105.1%
DOCN vs BG
+52.1%
+53.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.3% |
| 7D | +3.7% | +3.4% | +0.4% | +2.7% |
| 30D | -33.7% | -3.8% | -29.9% | -33.1% |
| 3M | -27.9% | -9.6% | -18.3% | -26.3% |
| 6M | -46.4% | -19.5% | -26.9% | -43.2% |
| YTD | +81.1% | +14.6% | +66.5% | +73.5% |
| 1Y | +74.3% | +6.6% | +67.7% | +70.2% |
| 3Y | +245.8% | +4.7% | +241.2% | +231.9% |
| 5Y | -23.7% | +22.1% | -45.8% | -33.6% |
| All | +105.1% | +52.1% | +53.0% | +67.5% |
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