+97.7%
DOCN vs BN
+88.0%
+9.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.1% | -13.2% | -13.0% |
| 7D | -20.0% | +12.0% | -32.0% | -29.3% |
| 30D | -38.8% | +17.0% | -55.8% | -48.2% |
| 3M | -34.8% | -3.2% | -31.6% | -33.8% |
| 6M | -22.8% | -3.9% | -18.9% | -21.7% |
| YTD | +74.6% | -5.6% | +80.2% | +77.5% |
| 1Y | +116.4% | -4.7% | +121.2% | +118.2% |
| 3Y | +239.3% | +98.4% | +140.9% | +56.9% |
| 5Y | -20.2% | +37.8% | -58.1% | -42.7% |
| All | +97.7% | +88.0% | +9.7% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling