-55.0%
DOCS vs BR
+18.6%
-73.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -0.6% | +5.0% | -5.6% | -4.0% |
| 30D | +6.3% | +16.6% | -10.3% | -4.8% |
| 3M | +26.5% | +12.0% | +14.5% | +16.7% |
| 6M | +24.8% | +30.7% | -6.0% | +3.2% |
| YTD | -26.8% | -11.9% | -14.9% | -21.2% |
| 1Y | -38.3% | -11.6% | -26.7% | -33.8% |
| 3Y | +36.0% | +15.0% | +21.0% | +16.4% |
| 5Y | -55.0% | +18.1% | -73.1% | -66.9% |
| All | -55.0% | +18.6% | -73.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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