-0.9%
BA vs DOC
-24.5%
+23.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | +1.2% | -1.5% | +2.6% | +1.7% |
| 30D | -11.6% | -4.8% | -6.9% | -10.1% |
| 3M | -2.4% | +6.9% | -9.3% | -5.1% |
| 6M | -6.6% | +20.7% | -27.4% | -13.8% |
| YTD | -2.2% | +34.1% | -36.4% | -13.7% |
| 1Y | -8.0% | +22.6% | -30.7% | -16.1% |
| 3Y | -5.0% | +20.8% | -25.8% | -14.0% |
| All | -0.9% | -24.5% | +23.6% | +19.0% |
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