+324.3%
DOCN vs BG
+12.6%
+311.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | +1.1% | +2.8% | -1.7% | 0.0% |
| 30D | -9.6% | +12.0% | -21.7% | -13.6% |
| 3M | -37.7% | -7.7% | -30.0% | -36.0% |
| 6M | +115.2% | +4.5% | +110.7% | +112.3% |
| YTD | +133.7% | +35.7% | +98.0% | +114.6% |
| 1Y | +250.2% | +50.1% | +200.1% | +210.4% |
| All | +324.3% | +12.6% | +311.6% | +291.7% |
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