-26.2%
DOCN vs BND
-2.0%
-24.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.5% |
| 7D | -12.1% | -0.1% | -12.0% | -12.1% |
| 30D | -41.0% | +1.3% | -42.3% | -42.4% |
| 3M | -38.7% | -0.7% | -38.0% | -38.2% |
| 6M | -51.5% | -1.6% | -49.9% | -50.4% |
| YTD | +65.3% | -1.0% | +66.3% | +67.3% |
| 1Y | +53.9% | -0.7% | +54.6% | +55.0% |
| 3Y | +215.6% | +14.1% | +201.5% | +148.7% |
| 5Y | -26.2% | -1.5% | -24.6% | -28.5% |
| All | -26.2% | -2.0% | -24.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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