+531.8%
BE vs DOCS
-21.0%
+552.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.3% | -12.0% |
| 7D | -14.7% | -0.8% | -14.0% | -14.6% |
| 30D | -40.5% | +17.4% | -57.9% | -42.9% |
| 3M | -24.3% | +57.4% | -81.7% | -34.6% |
| 6M | -39.3% | +26.5% | -65.9% | -45.9% |
| YTD | +99.4% | -26.6% | +126.0% | +106.5% |
| 1Y | +26.6% | -48.1% | +74.6% | +46.3% |
| 3Y | +1,616.9% | +52.6% | +1,564.3% | +1,167.0% |
| 5Y | +441.4% | -52.1% | +493.5% | +406.4% |
| All | +531.8% | -21.0% | +552.8% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling