-0.5%
BND vs DOCS
-36.0%
+35.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -0.4% | +21.8% | -22.2% | -0.6% |
| 3M | -0.6% | +27.3% | -27.9% | -0.9% |
| 6M | -1.4% | -0.3% | -1.1% | -1.6% |
| YTD | -0.2% | -40.5% | +40.3% | +0.1% |
| 1Y | +1.3% | -61.5% | +62.8% | +2.1% |
| 3Y | +13.2% | +8.2% | +5.0% | +12.1% |
| 5Y | -1.6% | -73.4% | +71.9% | -2.3% |
| All | -0.5% | -36.0% | +35.5% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling