+39.1%
DOCS vs BB
+161.8%
-122.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +1.9% |
| 7D | -4.2% | +7.3% | -11.5% | -5.5% |
| 30D | +8.6% | +11.2% | -2.6% | +6.1% |
| 3M | +27.2% | +4.7% | +22.6% | +24.9% |
| 6M | +26.5% | +51.1% | -24.6% | +11.5% |
| YTD | -25.0% | +148.0% | -173.0% | -41.8% |
| 1Y | -37.0% | +106.1% | -143.1% | -49.1% |
| All | +39.1% | +161.8% | -122.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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