-31.2%
BA vs DOCS
-19.4%
-11.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.0% |
| 7D | -0.1% | -1.3% | +1.3% | +0.1% |
| 30D | -9.1% | +19.4% | -28.5% | -11.2% |
| 3M | -28.2% | +53.4% | -81.6% | -32.6% |
| 6M | -23.1% | +28.8% | -51.9% | -26.6% |
| YTD | -20.6% | -25.1% | +4.5% | -19.2% |
| 1Y | -12.7% | -48.1% | +35.4% | -7.0% |
| 3Y | -11.6% | +51.4% | -62.9% | -21.6% |
| 5Y | -23.1% | -51.1% | +27.9% | -25.9% |
| All | -31.2% | -19.4% | -11.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling