+38.3%
BN vs DOC
-24.5%
+62.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | -2.5% | -1.5% | -1.0% | -1.7% |
| 30D | -9.5% | -4.8% | -4.7% | -7.2% |
| 3M | -10.4% | +6.9% | -17.3% | -14.1% |
| 6M | -6.4% | +20.7% | -27.1% | -17.1% |
| YTD | -11.9% | +34.1% | -46.0% | -27.3% |
| 1Y | -8.6% | +22.6% | -31.3% | -20.7% |
| 3Y | +77.6% | +20.8% | +56.7% | +53.1% |
| All | +38.3% | -24.5% | +62.8% | +54.4% |
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