-18.8%
BAX vs DOC
+43.5%
-62.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.8% | +2.5% |
| 7D | +4.1% | +8.7% | -4.6% | 0.0% |
| 30D | +9.4% | +7.6% | +1.8% | +5.6% |
| 3M | -6.5% | -5.3% | -1.2% | -4.3% |
| 6M | +59.6% | +27.6% | +32.0% | +40.7% |
| YTD | +38.9% | +32.4% | +6.5% | +20.0% |
| 1Y | +48.0% | +22.9% | +25.1% | +32.9% |
| All | -18.8% | +43.5% | -62.3% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling