-15.3%
BA vs DOCS
-36.0%
+20.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.2% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | -11.6% | +21.8% | -33.5% | -14.4% |
| 3M | -2.4% | +27.3% | -29.7% | -6.0% |
| 6M | -6.6% | -0.3% | -6.3% | -7.9% |
| YTD | -2.2% | -40.5% | +38.2% | +2.5% |
| 1Y | -8.0% | -61.5% | +53.5% | +1.9% |
| 3Y | -5.0% | +8.2% | -13.2% | -11.9% |
| 5Y | -2.7% | -73.4% | +70.7% | -1.9% |
| All | -15.3% | -36.0% | +20.7% | -15.3% |
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