+66.4%
DOCN vs BR
+45.2%
+21.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.4% | -18.3% | -17.4% |
| 7D | -29.3% | +8.9% | -38.1% | -33.4% |
| 30D | -46.0% | +22.2% | -68.3% | -53.6% |
| 3M | -43.2% | +19.4% | -62.6% | -51.1% |
| 6M | -53.7% | +29.1% | -82.8% | -63.7% |
| YTD | +46.9% | -11.5% | +58.4% | +61.5% |
| 1Y | +54.3% | -9.3% | +63.6% | +64.8% |
| 3Y | +185.5% | +15.6% | +170.0% | +135.0% |
| 5Y | -31.1% | +22.1% | -53.2% | -52.5% |
| All | +66.4% | +45.2% | +21.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling