+59.9%
BLK vs DOCS
-19.0%
+78.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.7% | +2.6% | +1.2% | +3.4% |
| 30D | +13.9% | +11.4% | +2.5% | +12.5% |
| 3M | +3.9% | +25.4% | -21.5% | +1.2% |
| 6M | +13.0% | +42.5% | -29.6% | +7.2% |
| YTD | +16.1% | -24.7% | +40.8% | +18.1% |
| 1Y | +16.8% | -32.9% | +49.7% | +20.3% |
| 3Y | +97.7% | +39.6% | +58.0% | +79.4% |
| 5Y | +42.1% | -54.6% | +96.7% | +35.9% |
| All | +59.9% | -19.0% | +78.9% | +53.8% |
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