-51.1%
DOCS vs BAX
-63.8%
+12.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.4% |
| 7D | -1.3% | +9.1% | -10.5% | -3.7% |
| 30D | +19.4% | +5.3% | +14.1% | +17.5% |
| 3M | +53.4% | -6.1% | +59.5% | +56.1% |
| 6M | +28.8% | +53.3% | -24.5% | +14.4% |
| YTD | -25.1% | +34.4% | -59.5% | -31.8% |
| 1Y | -48.1% | +43.2% | -91.3% | -53.7% |
| 3Y | +51.4% | -20.1% | +71.5% | +52.4% |
| 5Y | -51.1% | -63.7% | +12.6% | -18.1% |
| All | -51.1% | -63.8% | +12.7% | -18.1% |
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