+177.8%
BKNG vs DOC
+15.7%
+162.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.0% |
| 7D | +8.5% | +6.5% | +2.0% | +5.9% |
| 30D | +3.1% | +9.2% | -6.1% | -0.3% |
| 3M | -22.3% | -2.5% | -19.8% | -21.6% |
| 6M | -4.1% | +7.1% | -11.1% | -6.6% |
| YTD | -24.5% | +33.0% | -57.4% | -33.1% |
| 1Y | -17.3% | +23.3% | -40.5% | -24.6% |
| 3Y | +38.4% | +44.9% | -6.5% | +14.7% |
| 5Y | +57.0% | -21.6% | +78.6% | +68.0% |
| All | +177.8% | +15.7% | +162.1% | +152.9% |
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