-38.0%
DOCS vs BG
+44.5%
-82.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.0% |
| 7D | 0.0% | +7.4% | -7.4% | -0.3% |
| 30D | +7.8% | -1.5% | +9.3% | +7.8% |
| 3M | +20.0% | -6.1% | +26.0% | +20.0% |
| 6M | +26.5% | -18.0% | +44.5% | +27.7% |
| YTD | -25.8% | +15.6% | -41.4% | -27.5% |
| 1Y | -39.5% | +9.6% | -49.0% | -40.5% |
| 3Y | +60.3% | +6.3% | +54.1% | +57.1% |
| 5Y | -57.0% | +24.6% | -81.6% | -58.6% |
| All | -38.0% | +44.5% | -82.4% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling