+164.6%
DOCN vs BR
+29.5%
+135.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +5.2% |
| 7D | +1.1% | -5.3% | +6.4% | +5.1% |
| 30D | -9.6% | +6.4% | -16.1% | -14.3% |
| 3M | -37.7% | +13.6% | -51.3% | -45.3% |
| 6M | +115.2% | -6.7% | +121.9% | +122.3% |
| YTD | +133.7% | -21.1% | +154.8% | +182.8% |
| 1Y | +250.2% | -29.6% | +279.7% | +373.1% |
| 3Y | +320.3% | -2.4% | +322.7% | +304.2% |
| 5Y | +53.1% | +11.2% | +41.9% | +15.1% |
| All | +164.6% | +29.5% | +135.2% | +105.6% |
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