-50.3%
DOCS vs BAX
-64.8%
+14.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | +21.8% | -5.5% | +27.3% | +23.8% |
| 3M | +27.3% | +33.5% | -6.2% | +18.2% |
| 6M | -0.3% | +35.9% | -36.2% | -8.4% |
| YTD | -40.5% | +35.4% | -75.8% | -45.7% |
| 1Y | -61.5% | +9.8% | -71.3% | -63.0% |
| 3Y | +8.2% | -32.7% | +40.9% | +17.3% |
| 5Y | -73.4% | -65.6% | -7.9% | -62.9% |
| All | -50.3% | -64.8% | +14.5% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling