+54.0%
DOCN vs BWA
+10.1%
+43.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.3% |
| 7D | -19.2% | -5.5% | -13.7% | -16.8% |
| 30D | -43.1% | -21.7% | -21.3% | -37.1% |
| 3M | -40.7% | -25.6% | -15.1% | -33.5% |
| 6M | -55.0% | -17.4% | -37.6% | -50.9% |
| YTD | +50.6% | +9.2% | +41.4% | +51.0% |
| 1Y | +54.0% | +9.7% | +44.2% | +55.1% |
| All | +54.0% | +10.1% | +43.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling