-1.6%
BND vs DOCS
-50.9%
+49.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +2.3% | +19.4% | -17.1% | +2.1% |
| 3M | -0.8% | +53.4% | -54.2% | -1.3% |
| 6M | -0.8% | +28.8% | -29.6% | -1.2% |
| YTD | -0.6% | -25.1% | +24.4% | -0.5% |
| 1Y | 0.0% | -48.1% | +48.1% | +0.6% |
| 3Y | +14.3% | +51.4% | -37.1% | +12.3% |
| All | -1.6% | -50.9% | +49.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling