+37.8%
BN vs DOC
-22.8%
+60.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +2.9% | +4.3% |
| 7D | +12.0% | +8.7% | +3.2% | +7.1% |
| 30D | +17.0% | +7.6% | +9.4% | +12.4% |
| 3M | -3.2% | -5.3% | +2.0% | -0.5% |
| 6M | -3.9% | +27.6% | -31.5% | -17.9% |
| YTD | -5.6% | +32.4% | -38.0% | -21.8% |
| 1Y | -4.7% | +22.9% | -27.6% | -17.4% |
| 3Y | +98.4% | +43.1% | +55.3% | +50.9% |
| 5Y | +37.8% | -21.4% | +59.2% | +56.9% |
| All | +37.8% | -22.8% | +60.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling