-20.2%
DOCN vs BIL
+19.4%
-39.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -20.0% | -0.3% | -19.8% | -21.2% |
| 30D | -38.8% | 0.0% | -38.8% | -38.6% |
| 3M | -34.8% | +0.3% | -35.1% | -33.5% |
| 6M | -22.8% | +1.2% | -24.0% | -18.1% |
| YTD | +74.6% | +2.4% | +72.2% | +85.6% |
| 1Y | +116.4% | +3.0% | +113.4% | +129.8% |
| 3Y | +239.3% | +13.1% | +226.2% | +82.1% |
| 5Y | -20.2% | +19.4% | -39.6% | -83.8% |
| All | -20.2% | +19.4% | -39.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling