+203.9%
DOCN vs BG
+1.9%
+202.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -19.2% | +2.5% | -21.7% | -19.8% |
| 30D | -43.1% | -6.1% | -37.0% | -42.3% |
| 3M | -40.7% | -8.5% | -32.2% | -39.7% |
| 6M | -55.0% | -20.4% | -34.6% | -51.8% |
| YTD | +50.6% | +13.3% | +37.4% | +46.1% |
| 1Y | +54.0% | +7.3% | +46.7% | +51.4% |
| 3Y | +203.9% | +2.6% | +201.3% | +192.7% |
| All | +203.9% | +1.9% | +202.0% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling