-61.5%
DOCS vs BN
-6.5%
-55.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.4% | -2.5% | +1.0% | -0.8% |
| 30D | +21.8% | -9.5% | +31.3% | +25.3% |
| 3M | +27.3% | -10.4% | +37.7% | +31.1% |
| 6M | -0.3% | -6.4% | +6.0% | 0.0% |
| YTD | -40.5% | -11.9% | -28.6% | -38.9% |
| 1Y | -61.5% | -8.6% | -52.9% | -61.7% |
| All | -61.5% | -6.5% | -55.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling