+164.6%
DOCN vs BLK
+76.4%
+88.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | +1.1% | -3.6% | +4.8% | +4.8% |
| 30D | -9.6% | -1.0% | -8.6% | -9.1% |
| 3M | -37.7% | +10.4% | -48.1% | -44.4% |
| 6M | +115.2% | +8.2% | +107.0% | +92.0% |
| YTD | +133.7% | +6.0% | +127.7% | +110.8% |
| 1Y | +250.2% | +3.3% | +246.8% | +224.8% |
| 3Y | +320.3% | +70.3% | +250.0% | +123.9% |
| 5Y | +53.1% | +34.5% | +18.6% | -1.8% |
| All | +164.6% | +76.4% | +88.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling