-48.1%
DOCS vs BUD
+38.8%
-86.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.3% |
| 7D | -1.3% | +7.1% | -8.5% | -1.2% |
| 30D | +19.4% | +12.7% | +6.7% | +20.0% |
| 3M | +53.4% | 0.0% | +53.4% | +51.2% |
| 6M | +28.8% | +7.6% | +21.2% | +28.6% |
| YTD | -25.1% | +35.0% | -60.1% | -25.9% |
| 1Y | -48.1% | +37.6% | -85.7% | -49.0% |
| All | -48.1% | +38.8% | -86.9% | -49.0% |
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