+1,376.8%
BAC vs DOC
+2,974.4%
-1,597.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.0% |
| 7D | +1.1% | -1.5% | +2.6% | +2.0% |
| 30D | -0.4% | -4.8% | +4.4% | +2.3% |
| 3M | +16.9% | +6.9% | +10.0% | +11.7% |
| 6M | +26.6% | +20.7% | +5.9% | +10.4% |
| YTD | +15.8% | +34.1% | -18.4% | -5.8% |
| 1Y | +27.2% | +22.6% | +4.5% | +8.6% |
| 3Y | +132.4% | +20.8% | +111.6% | +93.8% |
| 5Y | +72.6% | -24.9% | +97.4% | +88.9% |
| 10Y | +389.7% | -1.8% | +391.6% | +300.0% |
| All | +1,376.8% | +2,974.4% | -1,597.6% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling