-23.1%
BA vs DOCS
-54.0%
+30.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.9% |
| 7D | -0.1% | -1.3% | +1.3% | +0.1% |
| 30D | -9.1% | +19.4% | -28.5% | -11.5% |
| 3M | -28.2% | +53.4% | -81.6% | -33.1% |
| 6M | -23.1% | +28.8% | -51.9% | -27.1% |
| YTD | -20.6% | -25.1% | +4.5% | -18.9% |
| 1Y | -12.7% | -48.1% | +35.4% | -6.0% |
| 3Y | -11.6% | +51.4% | -62.9% | -24.1% |
| 5Y | -23.1% | -51.1% | +27.9% | -24.6% |
| All | -23.1% | -54.0% | +30.8% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling