+768.4%
BKNG vs DOC
+741.9%
+26.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +12.2% | +6.2% | +5.9% | +9.8% |
| 30D | +7.0% | +6.5% | +0.6% | +4.6% |
| 3M | -18.3% | -6.2% | -12.1% | -16.3% |
| 6M | +1.1% | +25.6% | -24.4% | -7.8% |
| YTD | -20.7% | +32.1% | -52.7% | -29.2% |
| 1Y | -13.3% | +20.3% | -33.6% | -20.0% |
| 3Y | +51.0% | +42.7% | +8.3% | +27.8% |
| 5Y | +64.9% | -22.2% | +87.0% | +73.5% |
| 10Y | +203.2% | +16.5% | +186.6% | +161.5% |
| All | +768.4% | +741.9% | +26.5% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling