-47.3%
DOCS vs BAH
+6.2%
-53.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +5.9% |
| 7D | +1.2% | +5.8% | -4.5% | -0.6% |
| 30D | +21.3% | +28.7% | -7.4% | +12.0% |
| 3M | +58.4% | +20.9% | +37.5% | +49.0% |
| 6M | +39.3% | +15.2% | +24.1% | +32.0% |
| YTD | -21.7% | +7.1% | -28.8% | -26.2% |
| 1Y | -47.3% | +6.4% | -53.7% | -50.6% |
| All | -47.3% | +6.2% | -53.5% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling