-51.1%
DOCS vs BAH
+12.6%
-63.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.5% |
| 7D | -1.3% | +6.0% | -7.4% | -2.5% |
| 30D | +19.4% | +31.1% | -11.7% | +13.1% |
| 3M | +53.4% | +25.2% | +28.2% | +46.8% |
| 6M | +28.8% | +18.9% | +9.9% | +23.9% |
| YTD | -25.1% | +8.3% | -33.4% | -27.2% |
| 1Y | -48.1% | +6.2% | -54.3% | -49.5% |
| 3Y | +51.4% | -22.8% | +74.1% | +54.0% |
| 5Y | -51.1% | +13.6% | -64.7% | -59.1% |
| All | -51.1% | +12.6% | -63.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling