-47.3%
DOCS vs BG
+7.2%
-54.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +6.8% |
| 7D | +1.2% | -3.8% | +5.0% | +0.3% |
| 30D | +21.3% | -9.6% | +30.9% | +18.5% |
| 3M | +58.4% | -8.5% | +66.9% | +54.9% |
| 6M | +39.3% | -23.0% | +62.3% | +33.9% |
| YTD | -21.7% | +10.9% | -32.6% | -22.9% |
| 1Y | -47.3% | +6.0% | -53.3% | -46.8% |
| All | -47.3% | +7.2% | -54.5% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling