+22.3%
DOC vs BUD
+50.7%
-28.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -4.8% | -5.7% | +0.9% | -3.0% |
| 3M | +6.9% | +3.1% | +3.8% | +5.7% |
| 6M | +20.7% | +7.9% | +12.9% | +17.8% |
| YTD | +34.1% | +27.3% | +6.8% | +23.6% |
| 1Y | +22.6% | +37.8% | -15.2% | +9.9% |
| All | +22.3% | +50.7% | -28.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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