+38.4%
BKNG vs DOCS
+47.6%
-9.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.5% |
| 7D | +8.5% | -0.8% | +9.2% | +8.6% |
| 30D | +3.1% | +17.4% | -14.3% | +1.0% |
| 3M | -22.3% | +57.4% | -79.7% | -27.0% |
| 6M | -4.1% | +26.5% | -30.6% | -8.1% |
| YTD | -24.5% | -26.6% | +2.1% | -23.7% |
| 1Y | -17.3% | -48.1% | +30.8% | -13.8% |
| 3Y | +38.4% | +52.6% | -14.2% | +31.2% |
| All | +38.4% | +47.6% | -9.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling