+66.4%
DOCN vs BND
+0.8%
+65.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.2% | -16.1% | -16.2% |
| 7D | -29.3% | +0.4% | -29.7% | -29.8% |
| 30D | -46.0% | +2.3% | -48.4% | -48.2% |
| 3M | -43.2% | -0.8% | -42.4% | -42.6% |
| 6M | -53.7% | -0.8% | -52.9% | -53.2% |
| YTD | +46.9% | -0.6% | +47.6% | +48.1% |
| 1Y | +54.3% | 0.0% | +54.3% | +54.0% |
| 3Y | +185.5% | +14.3% | +171.2% | +122.1% |
| 5Y | -31.1% | -1.8% | -29.3% | -23.6% |
| All | +66.4% | +0.8% | +65.6% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling