+355.2%
BB vs DOC
+774.4%
-419.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.8% | +5.8% |
| 7D | -6.8% | +8.7% | -15.5% | -9.6% |
| 30D | -3.5% | +7.6% | -11.2% | -6.3% |
| 3M | -1.2% | -5.3% | +4.0% | +0.2% |
| 6M | +57.0% | +27.6% | +29.4% | +42.1% |
| YTD | +131.1% | +32.4% | +98.7% | +105.6% |
| 1Y | +87.6% | +22.9% | +64.7% | +71.3% |
| 3Y | +134.2% | +43.1% | +91.1% | +100.9% |
| 5Y | -19.9% | -21.4% | +1.5% | -15.2% |
| 10Y | +25.7% | +16.8% | +8.8% | +11.3% |
| All | +355.2% | +774.4% | -419.2% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling