-54.2%
DOCS vs BG
+21.4%
-75.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -0.8% | +2.5% | -3.3% | -0.9% |
| 30D | +17.4% | -6.1% | +23.5% | +17.6% |
| 3M | +57.4% | -8.5% | +65.9% | +57.5% |
| 6M | +26.5% | -20.4% | +47.0% | +27.9% |
| YTD | -26.6% | +13.3% | -39.9% | -28.3% |
| 1Y | -48.1% | +7.3% | -55.3% | -48.9% |
| 3Y | +52.6% | +2.6% | +50.1% | +49.9% |
| All | -54.2% | +21.4% | -75.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling