+122.1%
BP vs DOC
-2.1%
+124.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +3.9% | -1.5% | +5.4% | +4.4% |
| 30D | +7.6% | -4.8% | +12.4% | +9.1% |
| 3M | +0.7% | +6.9% | -6.2% | -1.7% |
| 6M | +15.5% | +20.7% | -5.3% | +7.3% |
| YTD | +30.8% | +34.1% | -3.3% | +17.0% |
| 1Y | +34.3% | +22.6% | +11.7% | +23.5% |
| 3Y | +35.1% | +20.8% | +14.2% | +22.3% |
| 5Y | +126.8% | -24.9% | +151.7% | +142.3% |
| All | +122.1% | -2.1% | +124.2% | +126.4% |
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