-50.3%
DOCS vs BAH
-7.9%
-42.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.9% |
| 30D | +21.8% | +2.0% | +19.8% | +21.5% |
| 3M | +27.3% | -7.6% | +34.9% | +28.5% |
| 6M | -0.3% | -5.7% | +5.3% | +0.3% |
| YTD | -40.5% | -11.7% | -28.8% | -39.8% |
| 1Y | -61.5% | -27.4% | -34.2% | -60.2% |
| 3Y | +8.2% | -32.5% | +40.7% | +13.3% |
| 5Y | -73.4% | -3.3% | -70.1% | -75.3% |
| All | -50.3% | -7.9% | -42.4% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling