+243.4%
BKNG vs DOC
-2.1%
+245.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -6.0% | -1.5% | -4.5% | -5.5% |
| 30D | -6.6% | -4.8% | -1.9% | -4.9% |
| 3M | +15.7% | +6.9% | +8.8% | +12.8% |
| 6M | +14.1% | +20.7% | -6.6% | +5.3% |
| YTD | -9.3% | +34.1% | -43.5% | -20.0% |
| 1Y | -12.8% | +22.6% | -35.4% | -20.4% |
| 3Y | +58.4% | +20.8% | +37.6% | +41.8% |
| 5Y | +114.1% | -24.9% | +139.0% | +132.9% |
| All | +243.4% | -2.1% | +245.5% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling