+6.4%
BAH vs DOC
+21.8%
-15.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.9% |
| 7D | +5.8% | +8.7% | -3.0% | +4.2% |
| 30D | +28.7% | +7.6% | +21.1% | +27.0% |
| 3M | +20.9% | -5.3% | +26.2% | +21.6% |
| 6M | +15.2% | +27.6% | -12.4% | +9.3% |
| YTD | +7.1% | +32.4% | -25.3% | -0.5% |
| 1Y | +6.4% | +22.9% | -16.5% | +1.1% |
| All | +6.4% | +21.8% | -15.4% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling