+0.4%
BX vs DOCS
-52.4%
+52.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +14.2% | +11.4% | +2.8% | +11.7% |
| 3M | -18.7% | +25.4% | -44.1% | -22.7% |
| 6M | +2.5% | +42.5% | -40.1% | -7.3% |
| YTD | -18.8% | -24.7% | +5.9% | -16.0% |
| 1Y | -10.3% | -32.9% | +22.6% | -5.0% |
| 3Y | +35.4% | +39.6% | -4.2% | +8.2% |
| All | +0.4% | -52.4% | +52.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling