-55.0%
DOCS vs BG
+22.7%
-77.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.3% |
| 7D | -0.6% | +5.0% | -5.5% | -0.7% |
| 30D | +6.3% | -3.2% | +9.5% | +6.4% |
| 3M | +26.5% | -11.2% | +37.7% | +26.8% |
| 6M | +24.8% | -19.4% | +44.2% | +26.0% |
| YTD | -26.8% | +13.6% | -40.4% | -28.4% |
| 1Y | -38.3% | +7.3% | -45.6% | -39.3% |
| 3Y | +36.0% | +3.8% | +32.3% | +33.5% |
| 5Y | -55.0% | +23.2% | -78.2% | -56.8% |
| All | -55.0% | +22.7% | -77.7% | -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