+104.9%
BKNG vs DOCS
-40.7%
+145.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -5.8% |
| 7D | -7.9% | -7.3% | -0.5% | -6.9% |
| 30D | -15.9% | -10.9% | -5.0% | -14.7% |
| 3M | +11.1% | +20.3% | -9.2% | +7.8% |
| 6M | -0.7% | -3.6% | +2.9% | -1.5% |
| YTD | -15.4% | -44.9% | +29.4% | -10.4% |
| 1Y | -18.5% | -64.9% | +46.3% | -9.1% |
| 3Y | +46.5% | +7.6% | +38.8% | +36.6% |
| 5Y | +98.8% | -74.0% | +172.7% | +95.4% |
| All | +104.9% | -40.7% | +145.6% | +103.5% |
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