-34.4%
BAX vs DOC
-2.1%
-32.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | -1.1% | -1.5% | +0.3% | -0.7% |
| 30D | -5.5% | -4.8% | -0.7% | -4.0% |
| 3M | +33.5% | +6.9% | +26.7% | +30.7% |
| 6M | +35.9% | +20.7% | +15.1% | +27.2% |
| YTD | +35.4% | +34.1% | +1.2% | +22.7% |
| 1Y | +9.8% | +22.6% | -12.9% | +2.3% |
| 3Y | -32.7% | +20.8% | -53.6% | -37.4% |
| 5Y | -65.6% | -24.9% | -40.7% | -64.0% |
| All | -34.4% | -2.1% | -32.4% | -33.7% |
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