-37.1%
DOCS vs BG
+45.1%
-82.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +2.4% |
| 30D | +11.4% | -6.7% | +18.1% | +11.7% |
| 3M | +25.4% | -9.3% | +34.6% | +25.7% |
| 6M | +42.5% | -18.3% | +60.9% | +43.9% |
| YTD | -24.7% | +16.2% | -40.9% | -26.5% |
| 1Y | -32.9% | +7.6% | -40.5% | -34.0% |
| 3Y | +39.6% | +6.6% | +33.1% | +36.8% |
| 5Y | -54.6% | +22.2% | -76.8% | -56.2% |
| All | -37.1% | +45.1% | -82.2% | -39.8% |
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 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