-73.2%
DOCS vs BEN
+39.3%
-112.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -5.0% |
| 7D | -1.4% | +0.2% | -1.7% | -1.7% |
| 30D | +21.8% | -0.5% | +22.4% | +21.9% |
| 3M | +27.3% | +9.7% | +17.6% | +19.3% |
| 6M | -0.3% | +33.9% | -34.2% | -19.3% |
| YTD | -40.5% | +49.0% | -89.5% | -55.4% |
| 1Y | -61.5% | +42.1% | -103.7% | -70.2% |
| 3Y | +8.2% | +51.9% | -43.7% | -23.4% |
| All | -73.2% | +39.3% | -112.5% | -80.4% |
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