+70.5%
DOCN vs BP
+139.8%
-69.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -19.2% | -11.6% | -7.5% | -15.7% |
| 30D | -43.1% | 0.0% | -43.1% | -43.4% |
| 3M | -40.7% | +6.7% | -47.4% | -42.8% |
| 6M | -55.0% | +2.2% | -57.1% | -56.0% |
| YTD | +50.6% | +33.0% | +17.6% | +31.1% |
| 1Y | +54.0% | +30.7% | +23.2% | +34.8% |
| 3Y | +203.9% | +44.2% | +159.7% | +152.8% |
| 5Y | -29.4% | +105.1% | -134.5% | -49.6% |
| All | +70.5% | +139.8% | -69.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling