+1,116.5%
BAC vs DOC
+2,934.4%
-1,817.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.8% | +2.1% |
| 7D | +1.5% | +8.7% | -7.2% | -3.5% |
| 30D | -4.4% | +7.6% | -12.0% | -8.7% |
| 3M | -17.5% | -5.3% | -12.2% | -15.2% |
| 6M | -0.1% | +27.6% | -27.7% | -15.7% |
| YTD | -4.6% | +32.4% | -37.0% | -22.1% |
| 1Y | -1.5% | +22.9% | -24.4% | -16.0% |
| 3Y | +95.2% | +43.1% | +52.1% | +46.7% |
| 5Y | +23.3% | -21.4% | +44.7% | +31.0% |
| 10Y | +290.0% | +16.8% | +273.2% | +184.6% |
| All | +1,116.5% | +2,934.4% | -1,817.9% | +161.4% |
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