+174.3%
BKNG vs DOC
+21.2%
+153.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -0.7% | +7.7% | -8.4% | -3.5% |
| 3M | -25.0% | -2.0% | -23.0% | -24.4% |
| 6M | +3.4% | +5.9% | -2.4% | +1.2% |
| YTD | -25.0% | +31.8% | -56.8% | -33.4% |
| 1Y | -20.7% | +22.5% | -43.2% | -27.6% |
| 3Y | +30.9% | +54.7% | -23.8% | +5.3% |
| 5Y | +66.6% | -21.3% | +87.9% | +78.1% |
| All | +174.3% | +21.2% | +153.0% | +147.8% |
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