+82.5%
BKNG vs DOCS
-19.3%
+101.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -6.3% | -4.2% | -2.1% | -5.7% |
| 30D | +1.1% | +8.6% | -7.5% | 0.0% |
| 3M | -24.6% | +27.2% | -51.8% | -27.0% |
| 6M | +2.0% | +26.5% | -24.5% | -2.4% |
| YTD | -24.7% | -25.0% | +0.3% | -23.4% |
| 1Y | -20.0% | -37.0% | +17.0% | -17.0% |
| 3Y | +33.4% | +39.4% | -6.0% | +20.4% |
| 5Y | +65.4% | -56.7% | +122.1% | +55.9% |
| All | +82.5% | -19.3% | +101.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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