-51.1%
DOCS vs BEN
+12.5%
-63.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -1.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | +19.4% | -0.7% | +20.1% | +20.0% |
| 3M | +53.4% | -6.8% | +60.2% | +60.1% |
| 6M | +28.8% | +7.9% | +20.9% | +20.5% |
| YTD | -25.1% | +39.6% | -64.6% | -42.0% |
| 1Y | -48.1% | +48.5% | -96.7% | -61.5% |
| 3Y | +51.4% | +55.7% | -4.3% | +1.8% |
| 5Y | -51.1% | +15.1% | -66.2% | -58.6% |
| All | -51.1% | +12.5% | -63.6% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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