+66.4%
DOCN vs BP
+140.7%
-74.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.0% | -13.9% | -15.2% |
| 7D | -29.3% | -11.2% | -18.1% | -26.4% |
| 30D | -46.0% | -0.7% | -45.3% | -46.2% |
| 3M | -43.2% | +9.8% | -53.0% | -45.7% |
| 6M | -53.7% | -1.6% | -52.1% | -54.2% |
| YTD | +46.9% | +33.5% | +13.4% | +27.7% |
| 1Y | +54.3% | +31.7% | +22.6% | +34.7% |
| 3Y | +185.5% | +45.1% | +140.4% | +137.0% |
| 5Y | -31.1% | +105.9% | -137.0% | -50.9% |
| All | +66.4% | +140.7% | -74.3% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling