+105.1%
DOCN vs BR
+44.4%
+60.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.6% |
| 7D | +3.7% | +1.9% | +1.8% | +2.2% |
| 30D | -33.7% | +15.9% | -49.6% | -40.7% |
| 3M | -27.9% | +13.7% | -41.5% | -35.7% |
| 6M | -46.4% | +31.0% | -77.4% | -58.5% |
| YTD | +81.1% | -12.0% | +93.1% | +99.8% |
| 1Y | +74.3% | -11.5% | +85.8% | +90.5% |
| 3Y | +245.8% | +14.9% | +230.9% | +185.7% |
| 5Y | -23.7% | +20.1% | -43.8% | -47.2% |
| All | +105.1% | +44.4% | +60.6% | +45.2% |
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