-37.1%
DOCS vs BN
+58.3%
-95.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | +2.6% | -1.0% | +3.5% | +3.1% |
| 30D | +11.4% | +14.0% | -2.5% | +2.4% |
| 3M | +25.4% | -9.0% | +34.4% | +32.9% |
| 6M | +42.5% | -8.8% | +51.4% | +48.3% |
| YTD | -24.7% | -10.3% | -14.4% | -21.7% |
| 1Y | -32.9% | -5.8% | -27.1% | -32.5% |
| 3Y | +39.6% | +94.8% | -55.2% | -21.6% |
| 5Y | -54.6% | +31.5% | -86.1% | -67.7% |
| All | -37.1% | +58.3% | -95.4% | -50.8% |
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