-54.2%
DOCS vs BN
+29.3%
-83.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -0.8% | +5.3% | -6.1% | -4.3% |
| 30D | +17.4% | +11.9% | +5.5% | +8.8% |
| 3M | +57.4% | -5.7% | +63.1% | +63.7% |
| 6M | +26.5% | -10.6% | +37.2% | +34.2% |
| YTD | -26.6% | -9.4% | -17.2% | -23.9% |
| 1Y | -48.1% | -8.8% | -39.3% | -46.6% |
| 3Y | +52.6% | +95.6% | -43.0% | -19.6% |
| All | -54.2% | +29.3% | -83.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling