+33.8%
BX vs DOCS
+47.6%
-13.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | 0.0% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +7.9% | +17.4% | -9.5% | +5.7% |
| 3M | -9.6% | +57.4% | -67.0% | -15.2% |
| 6M | -2.3% | +26.5% | -28.8% | -6.3% |
| YTD | -19.3% | -26.6% | +7.3% | -17.4% |
| 1Y | -13.2% | -48.1% | +34.8% | -7.5% |
| 3Y | +33.8% | +52.6% | -18.8% | +24.5% |
| All | +33.8% | +47.6% | -13.8% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling