-37.1%
DOCS vs BBY
+17.8%
-54.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +0.5% |
| 30D | +11.4% | +16.8% | -5.4% | +3.6% |
| 3M | +25.4% | +23.2% | +2.2% | +13.2% |
| 6M | +42.5% | +91.9% | -49.4% | +4.1% |
| YTD | -24.7% | +61.6% | -86.3% | -41.2% |
| 1Y | -32.9% | +43.9% | -76.8% | -44.7% |
| 3Y | +39.6% | +88.6% | -49.0% | -12.8% |
| 5Y | -54.6% | -3.1% | -51.5% | -60.1% |
| All | -37.1% | +17.8% | -54.9% | -50.1% |
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