+37.5%
BAC vs DOCS
-21.0%
+58.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -7.7% | +17.4% | -25.1% | -8.8% |
| 3M | -21.2% | +57.4% | -78.5% | -24.4% |
| 6M | -6.8% | +26.5% | -33.4% | -9.5% |
| YTD | -8.7% | -26.6% | +17.9% | -7.4% |
| 1Y | -5.3% | -48.1% | +42.8% | -1.1% |
| 3Y | +87.4% | +52.6% | +34.8% | +74.8% |
| 5Y | +18.9% | -52.1% | +71.0% | +15.8% |
| All | +37.5% | -21.0% | +58.5% | +31.0% |
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