+139.2%
BP vs DOC
+19.9%
+119.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.1% | -7.3% | -5.1% |
| 7D | -8.4% | +8.7% | -17.1% | -10.7% |
| 30D | +2.2% | +7.6% | -5.4% | -0.2% |
| 3M | +8.8% | -5.3% | +14.1% | +10.1% |
| 6M | -0.5% | +27.6% | -28.1% | -9.3% |
| YTD | +36.2% | +32.4% | +3.8% | +21.9% |
| 1Y | +36.6% | +22.9% | +13.7% | +25.3% |
| 3Y | +48.1% | +43.1% | +5.0% | +25.8% |
| 5Y | +114.3% | -21.4% | +135.7% | +124.4% |
| 10Y | +139.2% | +16.8% | +122.4% | +126.7% |
| All | +139.2% | +19.9% | +119.3% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling