+198.1%
DOCN vs BLK
+73.0%
+125.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.9% | +14.5% | +14.4% |
| 7D | +16.3% | -2.4% | +18.7% | +18.8% |
| 30D | +2.0% | -3.1% | +5.2% | +4.5% |
| 3M | -25.2% | +10.7% | -35.9% | -33.7% |
| 6M | +132.7% | +15.9% | +116.8% | +93.7% |
| YTD | +163.3% | +4.0% | +159.3% | +141.3% |
| 1Y | +280.3% | +1.3% | +279.1% | +258.9% |
| 3Y | +371.8% | +69.6% | +302.3% | +151.1% |
| 5Y | +87.1% | +33.8% | +53.3% | +21.7% |
| All | +198.1% | +73.0% | +125.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BLK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling