-16.9%
BA vs DOCS
-53.1%
+36.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.3% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | -8.2% | +21.3% | -29.5% | -10.7% |
| 3M | -25.4% | +58.4% | -83.7% | -30.7% |
| 6M | -20.0% | +39.3% | -59.3% | -24.9% |
| YTD | -18.5% | -21.7% | +3.2% | -17.3% |
| 1Y | -10.6% | -47.3% | +36.7% | -4.0% |
| 3Y | -9.3% | +58.2% | -67.4% | -22.3% |
| 5Y | -16.9% | -52.3% | +35.4% | -19.4% |
| All | -16.9% | -53.1% | +36.2% | -19.4% |
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