+630.9%
BE vs DOCS
-15.8%
+646.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.3% | -12.7% | -7.9% |
| 7D | -12.1% | +1.2% | -13.4% | -12.5% |
| 30D | -30.1% | +21.3% | -51.4% | -33.6% |
| 3M | -12.1% | +58.4% | -70.5% | -24.3% |
| 6M | -30.6% | +39.3% | -69.9% | -39.8% |
| YTD | +130.6% | -21.7% | +152.3% | +134.6% |
| 1Y | +55.3% | -47.3% | +102.6% | +79.2% |
| 3Y | +1,755.6% | +58.2% | +1,697.4% | +1,259.1% |
| 5Y | +564.5% | -52.3% | +616.7% | +512.3% |
| All | +630.9% | -15.8% | +646.6% | +603.9% |
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