-10.6%
BA vs DOC
+43.2%
-53.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -0.1% | +6.2% | -6.3% | -1.3% |
| 30D | -9.1% | +6.5% | -15.6% | -10.2% |
| 3M | -28.2% | -6.2% | -21.9% | -27.3% |
| 6M | -23.1% | +25.6% | -48.7% | -27.1% |
| YTD | -20.6% | +32.1% | -52.6% | -25.6% |
| 1Y | -12.7% | +20.3% | -33.0% | -16.6% |
| All | -10.6% | +43.2% | -53.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling