+87.1%
DOCN vs BR
+44.5%
+42.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -12.1% | +5.0% | -17.1% | -15.3% |
| 30D | -41.0% | +16.6% | -57.6% | -47.5% |
| 3M | -38.7% | +12.0% | -50.7% | -44.6% |
| 6M | -51.5% | +30.7% | -82.2% | -62.3% |
| YTD | +65.3% | -11.9% | +77.2% | +82.2% |
| 1Y | +53.9% | -11.6% | +65.5% | +68.4% |
| 3Y | +215.6% | +15.0% | +200.5% | +160.6% |
| 5Y | -26.2% | +18.1% | -44.3% | -49.0% |
| All | +87.1% | +44.5% | +42.6% | +32.5% |
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