+396.6%
BAC vs DOC
-2.1%
+398.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -0.9% | -4.8% | +3.9% | +1.0% |
| 3M | +16.3% | +6.9% | +9.4% | +12.8% |
| 6M | +26.0% | +20.7% | +5.2% | +14.9% |
| YTD | +15.2% | +34.1% | -18.9% | 0.0% |
| 1Y | +26.5% | +22.6% | +3.9% | +13.8% |
| 3Y | +132.4% | +20.8% | +111.6% | +106.5% |
| 5Y | +72.6% | -24.9% | +97.4% | +86.7% |
| All | +396.6% | -2.1% | +398.6% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling