+38.4%
BAC vs DOCS
-19.4%
+57.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -3.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -8.0% | +19.4% | -27.4% | -9.3% |
| 3M | -20.9% | +53.4% | -74.3% | -24.1% |
| 6M | -5.4% | +28.8% | -34.1% | -8.2% |
| YTD | -8.1% | -25.1% | +17.0% | -6.9% |
| 1Y | -3.1% | -48.1% | +45.0% | +1.2% |
| 3Y | +88.1% | +51.4% | +36.8% | +75.6% |
| 5Y | +19.7% | -51.1% | +70.8% | +16.4% |
| All | +38.4% | -19.4% | +57.9% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling