-38.7%
DOCS vs BAH
+8.0%
-46.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.2% |
| 7D | -0.8% | -3.5% | +2.8% | -0.1% |
| 30D | +17.4% | +24.3% | -6.8% | +12.7% |
| 3M | +57.4% | +16.3% | +41.0% | +52.9% |
| 6M | +26.5% | +13.6% | +13.0% | +23.1% |
| YTD | -26.6% | +3.5% | -30.1% | -27.9% |
| 1Y | -48.1% | +2.7% | -50.7% | -49.0% |
| 3Y | +52.6% | -26.6% | +79.2% | +57.0% |
| 5Y | -52.1% | +8.5% | -60.6% | -57.7% |
| All | -38.7% | +8.0% | -46.7% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling