+70.5%
DOCN vs BR
+42.6%
+27.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | -19.2% | +6.5% | -25.6% | -22.8% |
| 30D | -43.1% | +18.9% | -62.0% | -50.1% |
| 3M | -40.7% | +16.3% | -57.0% | -48.0% |
| 6M | -55.0% | +26.2% | -81.2% | -64.1% |
| YTD | +50.6% | -13.1% | +63.7% | +67.4% |
| 1Y | +54.0% | -10.5% | +64.4% | +65.4% |
| 3Y | +203.9% | +13.3% | +190.6% | +153.2% |
| 5Y | -29.4% | +19.9% | -49.3% | -50.7% |
| All | +70.5% | +42.6% | +27.9% | +21.7% |
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