-53.7%
DOCN vs BG
-22.0%
-31.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.6% | -17.4% | -15.7% |
| 7D | -29.3% | +2.6% | -31.9% | -29.1% |
| 30D | -46.0% | -8.2% | -37.8% | -45.9% |
| 3M | -43.2% | -7.0% | -36.2% | -43.7% |
| 6M | -53.7% | -23.5% | -30.2% | -50.1% |
| All | -53.7% | -22.0% | -31.7% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling