+0.1%
BB vs DOC
-2.1%
+2.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | -5.6% | -1.5% | -4.2% | -5.0% |
| 30D | -11.8% | -4.8% | -7.0% | -10.1% |
| 3M | -25.5% | +6.9% | -32.4% | -28.3% |
| 6M | +121.3% | +20.7% | +100.5% | +100.3% |
| YTD | +103.2% | +34.1% | +69.0% | +74.8% |
| 1Y | +102.6% | +22.6% | +80.0% | +81.1% |
| 3Y | +37.5% | +20.8% | +16.7% | +21.9% |
| 5Y | -30.4% | -24.9% | -5.6% | -24.8% |
| All | +0.1% | -2.1% | +2.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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