-37.2%
BAX vs DOC
+14.9%
-52.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +9.1% | +6.2% | +2.9% | +7.1% |
| 30D | +5.3% | +6.5% | -1.2% | +3.1% |
| 3M | -6.1% | -6.2% | +0.1% | -4.3% |
| 6M | +53.3% | +25.6% | +27.7% | +41.7% |
| YTD | +34.4% | +32.1% | +2.3% | +22.3% |
| 1Y | +43.2% | +20.3% | +22.9% | +34.2% |
| 3Y | -20.1% | +42.7% | -62.9% | -28.9% |
| 5Y | -63.7% | -22.2% | -41.6% | -62.5% |
| All | -37.2% | +14.9% | -52.1% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling