+131.1%
BP vs DOC
+14.9%
+116.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -11.2% | +6.2% | -17.5% | -12.9% |
| 30D | -0.7% | +6.5% | -7.2% | -2.7% |
| 3M | +9.8% | -6.2% | +16.0% | +11.5% |
| 6M | -1.6% | +25.6% | -27.2% | -9.8% |
| YTD | +33.5% | +32.1% | +1.4% | +19.6% |
| 1Y | +31.7% | +20.3% | +11.4% | +21.7% |
| 3Y | +45.1% | +42.7% | +2.4% | +23.4% |
| 5Y | +105.9% | -22.2% | +128.1% | +116.4% |
| All | +131.1% | +14.9% | +116.2% | +118.6% |
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