-27.5%
DOCN vs BLK
+42.2%
-69.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.7% |
| 7D | +19.1% | +3.7% | +15.4% | +15.1% |
| 30D | -21.0% | +13.9% | -34.9% | -30.5% |
| 3M | -34.7% | +3.9% | -38.7% | -37.6% |
| 6M | -45.8% | +13.0% | -58.8% | -53.3% |
| YTD | +79.4% | +16.1% | +63.3% | +46.3% |
| 1Y | +91.0% | +16.8% | +74.2% | +54.5% |
| 3Y | +237.5% | +97.7% | +139.8% | +44.1% |
| All | -27.5% | +42.2% | -69.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling