-38.7%
DOCS vs BBY
+12.8%
-51.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -0.8% | +4.2% | -4.9% | -2.5% |
| 30D | +17.4% | +17.8% | -0.4% | +8.9% |
| 3M | +57.4% | +25.8% | +31.5% | +41.3% |
| 6M | +26.5% | +73.8% | -47.3% | -3.1% |
| YTD | -26.6% | +54.7% | -81.3% | -41.5% |
| 1Y | -48.1% | +33.4% | -81.4% | -55.5% |
| 3Y | +52.6% | +72.2% | -19.6% | +0.7% |
| 5Y | -52.1% | -2.5% | -49.6% | -58.4% |
| All | -38.7% | +12.8% | -51.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling