+27.6%
BX vs DOCS
-73.4%
+101.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | +0.1% | +21.8% | -21.7% | -5.0% |
| 3M | +16.0% | +27.3% | -11.3% | +8.9% |
| 6M | +21.6% | -0.3% | +22.0% | +18.8% |
| YTD | -8.9% | -40.5% | +31.6% | -1.0% |
| 1Y | -16.6% | -61.5% | +44.9% | -0.8% |
| 3Y | +43.3% | +8.2% | +35.2% | +21.9% |
| All | +27.6% | -73.4% | +101.0% | +39.5% |
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 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