-8.4%
BN vs DOC
+21.7%
-30.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +5.7% | +6.2% | -0.5% | +4.3% |
| 30D | +12.0% | +6.5% | +5.5% | +10.3% |
| 3M | -6.1% | -6.2% | +0.2% | -5.2% |
| 6M | -8.6% | +25.6% | -34.2% | -12.8% |
| YTD | -8.5% | +32.1% | -40.6% | -13.8% |
| 1Y | -8.4% | +20.3% | -28.7% | -11.1% |
| All | -8.4% | +21.7% | -30.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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