+1,076.1%
BE vs DOC
-24.5%
+1,100.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.4% |
| 7D | +20.0% | -1.5% | +21.5% | +21.0% |
| 30D | +7.9% | -4.8% | +12.7% | +11.0% |
| 3M | -13.2% | +6.9% | -20.1% | -18.5% |
| 6M | +53.5% | +20.7% | +32.7% | +30.8% |
| YTD | +191.0% | +34.1% | +156.9% | +128.2% |
| 1Y | +360.5% | +22.6% | +337.9% | +282.0% |
| 3Y | +1,568.0% | +20.8% | +1,547.2% | +1,238.9% |
| All | +1,076.1% | -24.5% | +1,100.7% | +1,098.0% |
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 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