-73.2%
DOCS vs BG
+76.3%
-149.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -1.4% | +2.8% | -4.2% | -1.6% |
| 30D | +21.8% | +12.0% | +9.8% | +21.1% |
| 3M | +27.3% | -7.7% | +35.0% | +28.1% |
| 6M | -0.3% | +4.5% | -4.8% | -0.6% |
| YTD | -40.5% | +35.7% | -76.2% | -42.1% |
| 1Y | -61.5% | +50.1% | -111.6% | -62.9% |
| 3Y | +8.2% | +12.6% | -4.4% | +6.9% |
| All | -73.2% | +76.3% | -149.5% | -74.6% |
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