+564.5%
BE vs DOC
-22.8%
+587.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -8.2% |
| 7D | -12.1% | +8.7% | -20.9% | -16.7% |
| 30D | -30.1% | +7.6% | -37.7% | -33.7% |
| 3M | -12.1% | -5.3% | -6.9% | -9.8% |
| 6M | -30.6% | +27.6% | -58.2% | -44.1% |
| YTD | +130.6% | +32.4% | +98.2% | +79.4% |
| 1Y | +55.3% | +22.9% | +32.4% | +28.0% |
| 3Y | +1,755.6% | +43.1% | +1,712.5% | +1,119.8% |
| 5Y | +564.5% | -21.4% | +585.8% | +678.9% |
| All | +564.5% | -22.8% | +587.3% | +678.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling