-50.3%
DOCS vs BUD
+14.0%
-64.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +21.8% | -5.7% | +27.5% | +23.8% |
| 3M | +27.3% | +3.1% | +24.2% | +25.9% |
| 6M | -0.3% | +7.9% | -8.2% | -3.1% |
| YTD | -40.5% | +27.3% | -67.8% | -45.7% |
| 1Y | -61.5% | +37.8% | -99.4% | -66.0% |
| 3Y | +8.2% | +49.8% | -41.7% | -11.2% |
| 5Y | -73.4% | +43.8% | -117.3% | -77.9% |
| All | -50.3% | +14.0% | -64.3% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling