-22.8%
DOCN vs BP
+0.6%
-23.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -8.3% |
| 7D | -20.0% | -8.4% | -11.6% | -22.2% |
| 30D | -38.8% | +2.2% | -41.0% | -38.8% |
| 3M | -34.8% | +8.8% | -43.6% | -34.6% |
| 6M | -22.8% | -0.5% | -22.3% | -23.8% |
| All | -22.8% | +0.6% | -23.4% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling