-16.9%
BA vs DOC
-22.8%
+5.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.0% |
| 7D | +5.9% | +8.7% | -2.8% | +2.8% |
| 30D | -8.2% | +7.6% | -15.8% | -10.6% |
| 3M | -25.4% | -5.3% | -20.1% | -24.0% |
| 6M | -20.0% | +27.6% | -47.6% | -27.9% |
| YTD | -18.5% | +32.4% | -50.9% | -27.9% |
| 1Y | -10.6% | +22.9% | -33.5% | -18.6% |
| 3Y | -9.3% | +43.1% | -52.3% | -26.4% |
| 5Y | -16.9% | -21.4% | +4.5% | +0.6% |
| All | -16.9% | -22.8% | +5.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling