-20.0%
BKNG vs DOCS
-38.0%
+18.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | -6.3% | -4.2% | -2.1% | -5.5% |
| 30D | +1.1% | +8.6% | -7.5% | -0.4% |
| 3M | -24.6% | +27.2% | -51.8% | -27.9% |
| 6M | +2.0% | +26.5% | -24.5% | -3.6% |
| YTD | -24.7% | -25.0% | +0.3% | -24.3% |
| 1Y | -20.0% | -37.0% | +17.0% | -18.6% |
| All | -20.0% | -38.0% | +18.0% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling