+883.7%
BAH vs DOC
+57.8%
+825.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -3.2% | -1.5% | -1.8% | -2.9% |
| 30D | +2.0% | -4.8% | +6.8% | +3.1% |
| 3M | -7.6% | +6.9% | -14.5% | -9.3% |
| 6M | -5.7% | +20.7% | -26.4% | -10.6% |
| YTD | -11.7% | +34.1% | -45.9% | -18.6% |
| 1Y | -27.4% | +22.6% | -50.0% | -31.6% |
| 3Y | -32.5% | +20.8% | -53.4% | -37.1% |
| 5Y | -3.3% | -24.9% | +21.5% | +0.7% |
| 10Y | +186.0% | -1.8% | +187.8% | +166.3% |
| All | +883.7% | +57.8% | +825.9% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling