-48.1%
DOCS vs BUD
+36.0%
-84.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -2.0% |
| 7D | -0.8% | +4.5% | -5.2% | -0.7% |
| 30D | +17.4% | +12.5% | +4.9% | +18.2% |
| 3M | +57.4% | 0.0% | +57.4% | +55.5% |
| 6M | +26.5% | +3.8% | +22.8% | +26.0% |
| YTD | -26.6% | +33.1% | -59.6% | -27.4% |
| 1Y | -48.1% | +35.5% | -83.6% | -49.1% |
| All | -48.1% | +36.0% | -84.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling