-37.4%
DOCS vs BN
+61.3%
-98.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.3% |
| 7D | -1.3% | +5.7% | -7.1% | -4.8% |
| 30D | +19.4% | +12.0% | +7.4% | +11.0% |
| 3M | +53.4% | -6.1% | +59.5% | +59.6% |
| 6M | +28.8% | -8.6% | +37.3% | +34.1% |
| YTD | -25.1% | -8.5% | -16.5% | -22.9% |
| 1Y | -48.1% | -8.4% | -39.7% | -46.8% |
| 3Y | +51.4% | +92.3% | -40.9% | -13.8% |
| 5Y | -51.1% | +31.3% | -82.4% | -65.7% |
| All | -37.4% | +61.3% | -98.7% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling