+11.5%
BAH vs DOC
-22.8%
+34.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.8% |
| 7D | +5.8% | +8.7% | -3.0% | +3.8% |
| 30D | +28.7% | +7.6% | +21.1% | +26.6% |
| 3M | +20.9% | -5.3% | +26.2% | +22.1% |
| 6M | +15.2% | +27.6% | -12.4% | +8.3% |
| YTD | +7.1% | +32.4% | -25.3% | -0.3% |
| 1Y | +6.4% | +22.9% | -16.5% | +0.8% |
| 3Y | -23.6% | +43.1% | -66.7% | -31.5% |
| 5Y | +11.5% | -21.4% | +32.9% | +17.6% |
| All | +11.5% | -22.8% | +34.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling