-63.7%
BAX vs DOC
-22.1%
-41.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +9.1% | +6.2% | +2.9% | +6.4% |
| 30D | +5.3% | +6.5% | -1.2% | +2.4% |
| 3M | -6.1% | -6.2% | +0.1% | -3.7% |
| 6M | +53.3% | +25.6% | +27.7% | +37.8% |
| YTD | +34.4% | +32.1% | +2.3% | +18.1% |
| 1Y | +43.2% | +20.3% | +22.9% | +31.1% |
| 3Y | -20.1% | +42.7% | -62.9% | -31.9% |
| 5Y | -63.7% | -22.2% | -41.6% | -61.9% |
| All | -63.7% | -22.1% | -41.7% | -61.9% |
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