-51.1%
DOCS vs BB
-23.9%
-27.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.9% |
| 7D | -1.3% | -8.9% | +7.6% | +1.4% |
| 30D | +19.4% | -12.6% | +32.0% | +23.6% |
| 3M | +53.4% | -4.1% | +57.5% | +53.2% |
| 6M | +28.8% | +49.5% | -20.7% | +5.1% |
| YTD | -25.1% | +120.8% | -145.9% | -47.6% |
| 1Y | -48.1% | +76.2% | -124.4% | -60.9% |
| 3Y | +51.4% | +123.8% | -72.4% | -4.6% |
| 5Y | -51.1% | -24.3% | -26.8% | -43.4% |
| All | -51.1% | -23.9% | -27.2% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling