+46.0%
BLK vs DOCS
-36.0%
+82.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | -1.0% | +21.8% | -22.8% | -3.7% |
| 3M | +10.4% | +27.3% | -16.9% | +6.7% |
| 6M | +8.2% | -0.3% | +8.5% | +6.8% |
| YTD | +6.0% | -40.5% | +46.5% | +10.9% |
| 1Y | +3.3% | -61.5% | +64.9% | +13.3% |
| 3Y | +70.3% | +8.2% | +62.1% | +58.9% |
| 5Y | +34.5% | -73.4% | +107.9% | +32.9% |
| All | +46.0% | -36.0% | +82.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling