-35.6%
DOCN vs BN
+29.3%
-64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.4% |
| 7D | -19.2% | +5.3% | -24.5% | -23.9% |
| 30D | -43.1% | +11.9% | -55.0% | -49.7% |
| 3M | -40.7% | -5.7% | -35.0% | -37.9% |
| 6M | -55.0% | -10.6% | -44.4% | -50.8% |
| YTD | +50.6% | -9.4% | +60.0% | +60.2% |
| 1Y | +54.0% | -8.8% | +62.7% | +62.5% |
| 3Y | +203.9% | +95.6% | +108.3% | +33.8% |
| All | -35.6% | +29.3% | -64.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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