-53.3%
DOCS vs BG
+20.7%
-74.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.4% |
| 7D | -1.3% | +2.6% | -4.0% | -1.4% |
| 30D | +19.4% | -8.2% | +27.6% | +19.7% |
| 3M | +53.4% | -7.0% | +60.4% | +53.4% |
| 6M | +28.8% | -23.5% | +52.2% | +30.4% |
| YTD | -25.1% | +12.6% | -37.7% | -26.8% |
| 1Y | -48.1% | +5.8% | -53.9% | -49.0% |
| 3Y | +51.4% | +1.4% | +50.0% | +48.8% |
| All | -53.3% | +20.7% | -74.0% | -55.8% |
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