+18.5%
BE vs DOC
+21.7%
-3.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.2% | -16.2% | -16.4% |
| 7D | -24.6% | +6.2% | -30.9% | -24.2% |
| 30D | -43.4% | +6.5% | -49.8% | -42.9% |
| 3M | -28.5% | -6.2% | -22.3% | -28.2% |
| 6M | -43.3% | +25.6% | -68.9% | -45.1% |
| YTD | +92.8% | +32.1% | +60.7% | +86.2% |
| 1Y | +18.5% | +20.3% | -1.8% | +16.3% |
| All | +18.5% | +21.7% | -3.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling