+911.5%
BE vs DOC
+22.5%
+888.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.3% |
| 7D | +20.0% | -1.5% | +21.5% | +20.9% |
| 30D | +7.9% | -4.8% | +12.7% | +10.7% |
| 3M | -13.2% | +6.9% | -20.1% | -17.6% |
| 6M | +53.5% | +20.7% | +32.7% | +34.1% |
| YTD | +191.0% | +34.1% | +156.9% | +138.4% |
| 1Y | +360.5% | +22.6% | +337.9% | +294.6% |
| 3Y | +1,568.0% | +20.8% | +1,547.2% | +1,316.7% |
| 5Y | +1,055.2% | -24.9% | +1,080.0% | +1,168.9% |
| All | +911.5% | +22.5% | +888.9% | +896.0% |
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