-38.7%
DOCS vs BN
+59.9%
-98.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -0.8% | +5.3% | -6.1% | -4.1% |
| 30D | +17.4% | +11.9% | +5.5% | +9.3% |
| 3M | +57.4% | -5.7% | +63.1% | +63.4% |
| 6M | +26.5% | -10.6% | +37.2% | +33.8% |
| YTD | -26.6% | -9.4% | -17.2% | -24.0% |
| 1Y | -48.1% | -8.8% | -39.3% | -46.6% |
| 3Y | +52.6% | +95.6% | -43.0% | -14.4% |
| 5Y | -52.1% | +30.2% | -82.2% | -66.2% |
| All | -38.7% | +59.9% | -98.5% | -52.3% |
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