+19.4%
BIL vs DOCS
-53.1%
+72.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | 0.0% | +21.3% | -21.3% | 0.0% |
| 3M | +0.3% | +58.4% | -58.1% | +0.3% |
| 6M | +1.2% | +39.3% | -38.1% | +1.2% |
| YTD | +2.4% | -21.7% | +24.1% | +2.4% |
| 1Y | +3.0% | -47.3% | +50.4% | +3.0% |
| 3Y | +13.1% | +58.2% | -45.0% | +13.1% |
| 5Y | +19.4% | -52.3% | +71.7% | +19.4% |
| All | +19.4% | -53.1% | +72.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling