-55.0%
DOCS vs BAX
-62.5%
+7.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.6% | +3.6% | -4.2% | -1.5% |
| 30D | +6.3% | +8.5% | -2.2% | +3.7% |
| 3M | +26.5% | -4.9% | +31.4% | +28.1% |
| 6M | +24.8% | +47.0% | -22.2% | +12.0% |
| YTD | -26.8% | +38.4% | -65.2% | -34.0% |
| 1Y | -38.3% | +49.1% | -87.4% | -45.7% |
| 3Y | +36.0% | -14.9% | +50.9% | +33.7% |
| 5Y | -55.0% | -63.1% | +8.1% | -27.5% |
| All | -55.0% | -62.5% | +7.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling