+74.4%
BAC vs DOCS
-36.0%
+110.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | -0.9% | +21.8% | -22.7% | -3.0% |
| 3M | +16.3% | +27.3% | -11.0% | +13.4% |
| 6M | +26.0% | -0.3% | +26.3% | +24.8% |
| YTD | +15.2% | -40.5% | +55.7% | +19.0% |
| 1Y | +26.5% | -61.5% | +88.1% | +35.4% |
| 3Y | +132.4% | +8.2% | +124.2% | +122.9% |
| 5Y | +72.6% | -73.4% | +146.0% | +73.1% |
| All | +74.4% | -36.0% | +110.4% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling