+0.4%
BX vs DOCS
-51.8%
+52.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.2% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | +7.9% | +17.4% | -9.5% | +4.3% |
| 3M | -9.6% | +57.4% | -67.0% | -19.0% |
| 6M | -2.3% | +26.5% | -28.8% | -9.4% |
| YTD | -19.3% | -26.6% | +7.3% | -16.1% |
| 1Y | -13.2% | -48.1% | +34.8% | -2.9% |
| 3Y | +33.8% | +52.6% | -18.8% | +3.2% |
| All | +0.4% | -51.8% | +52.2% | +0.3% |
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