-31.1%
DOCN vs BN
+32.5%
-63.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.7% | -12.7% |
| 7D | -29.3% | +5.7% | -35.0% | -33.6% |
| 30D | -46.0% | +12.0% | -58.0% | -52.3% |
| 3M | -43.2% | -6.1% | -37.1% | -40.3% |
| 6M | -53.7% | -8.6% | -45.1% | -50.6% |
| YTD | +46.9% | -8.5% | +55.5% | +54.8% |
| 1Y | +54.3% | -8.4% | +62.8% | +62.3% |
| 3Y | +185.5% | +92.3% | +93.3% | +28.7% |
| 5Y | -31.1% | +31.3% | -62.4% | -39.8% |
| All | -31.1% | +32.5% | -63.6% | -39.8% |
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