-50.3%
DOCS vs BN
+55.4%
-105.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -1.4% | -2.5% | +1.0% | +0.1% |
| 30D | +21.8% | -9.5% | +31.3% | +29.9% |
| 3M | +27.3% | -10.4% | +37.7% | +36.4% |
| 6M | -0.3% | -6.4% | +6.0% | +1.5% |
| YTD | -40.5% | -11.9% | -28.6% | -37.3% |
| 1Y | -61.5% | -8.6% | -52.9% | -60.6% |
| 3Y | +8.2% | +77.6% | -69.4% | -35.3% |
| 5Y | -73.4% | +37.0% | -110.5% | -80.8% |
| All | -50.3% | +55.4% | -105.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling