-38.7%
DOCS vs BAX
-64.9%
+26.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -0.8% | +12.1% | -12.9% | -3.8% |
| 30D | +17.4% | +7.6% | +9.8% | +15.0% |
| 3M | +57.4% | -4.5% | +61.8% | +59.3% |
| 6M | +26.5% | +52.0% | -25.5% | +13.1% |
| YTD | -26.6% | +35.1% | -61.7% | -33.1% |
| 1Y | -48.1% | +43.7% | -91.8% | -53.5% |
| 3Y | +52.6% | -20.9% | +73.6% | +54.7% |
| 5Y | -52.1% | -63.5% | +11.5% | -32.7% |
| All | -38.7% | -64.9% | +26.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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