+875.9%
BAX vs DOC
+2,974.4%
-2,098.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -1.1% | -1.5% | +0.3% | -0.8% |
| 30D | -5.5% | -4.8% | -0.7% | -4.5% |
| 3M | +33.5% | +6.9% | +26.7% | +31.6% |
| 6M | +35.9% | +20.7% | +15.1% | +30.0% |
| YTD | +35.4% | +34.1% | +1.2% | +26.7% |
| 1Y | +9.8% | +22.6% | -12.9% | +4.7% |
| 3Y | -32.7% | +20.8% | -53.6% | -35.8% |
| 5Y | -65.6% | -24.9% | -40.7% | -64.1% |
| 10Y | -34.9% | -1.8% | -33.1% | -37.8% |
| All | +875.9% | +2,974.4% | -2,098.5% | +269.8% |
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 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