+84.2%
DOCN vs BR
+44.0%
+40.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +7.4% |
| 7D | -12.8% | +4.4% | -17.2% | -15.6% |
| 30D | -41.9% | +16.3% | -58.2% | -48.2% |
| 3M | -36.9% | +16.2% | -53.2% | -44.6% |
| 6M | -52.2% | +30.3% | -82.6% | -62.8% |
| YTD | +62.7% | -12.2% | +74.9% | +79.8% |
| 1Y | +58.2% | -11.3% | +69.5% | +72.4% |
| 3Y | +219.5% | +15.2% | +204.2% | +162.8% |
| 5Y | -32.9% | +18.0% | -50.9% | -53.5% |
| All | +84.2% | +44.0% | +40.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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