+158.8%
DOC vs BUD
+213.5%
-54.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.8% |
| 7D | +8.7% | +3.3% | +5.4% | +7.2% |
| 30D | +7.6% | +11.8% | -4.2% | +2.5% |
| 3M | -5.3% | -1.1% | -4.2% | -5.1% |
| 6M | +27.6% | +14.9% | +12.7% | +19.6% |
| YTD | +32.4% | +32.6% | -0.2% | +16.0% |
| 1Y | +22.9% | +37.2% | -14.3% | +6.0% |
| 3Y | +43.1% | +48.8% | -5.7% | +16.9% |
| 5Y | -21.4% | +50.7% | -72.1% | -37.6% |
| 10Y | +16.8% | -8.9% | +25.7% | +4.8% |
| All | +158.8% | +213.5% | -54.7% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling