+58.6%
BKNG vs DOC
-20.0%
+78.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | +2.3% | +4.3% | -2.0% | +1.0% |
| 30D | -0.7% | +9.2% | -9.8% | -3.4% |
| 3M | -25.0% | -0.8% | -24.2% | -24.8% |
| 6M | -3.5% | +7.1% | -10.6% | -5.5% |
| YTD | -25.1% | +34.0% | -59.1% | -32.1% |
| 1Y | -19.0% | +23.2% | -42.2% | -24.5% |
| 3Y | +32.6% | +53.6% | -21.0% | +10.3% |
| 5Y | +58.6% | -20.4% | +79.1% | +80.0% |
| All | +58.6% | -20.0% | +78.6% | +80.0% |
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