+15,251.3%
BN vs DOC
+2,974.4%
+12,277.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | -9.5% | -4.8% | -4.7% | -7.9% |
| 3M | -10.4% | +6.9% | -17.3% | -12.9% |
| 6M | -6.4% | +20.7% | -27.1% | -13.8% |
| YTD | -11.9% | +34.1% | -46.0% | -22.4% |
| 1Y | -8.6% | +22.6% | -31.3% | -16.9% |
| 3Y | +77.6% | +20.8% | +56.7% | +61.7% |
| 5Y | +37.0% | -24.9% | +61.9% | +49.0% |
| 10Y | +266.4% | -1.8% | +268.2% | +249.5% |
| All | +15,251.3% | +2,974.4% | +12,277.0% | +7,081.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling