+55.8%
BKNG vs DOC
-21.4%
+77.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.0% |
| 7D | +8.5% | +6.5% | +2.0% | +6.4% |
| 30D | +3.1% | +9.2% | -6.1% | +0.2% |
| 3M | -22.3% | -2.5% | -19.8% | -21.7% |
| 6M | -4.1% | +7.1% | -11.1% | -6.0% |
| YTD | -24.5% | +33.0% | -57.4% | -31.4% |
| 1Y | -17.3% | +23.3% | -40.5% | -22.9% |
| 3Y | +38.4% | +44.9% | -6.5% | +17.9% |
| All | +55.8% | -21.4% | +77.2% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling