+22.3%
DOC vs RVTY
+12.6%
+9.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -4.8% | +13.2% | -18.0% | -8.7% |
| 3M | +6.9% | +27.2% | -20.4% | -1.9% |
| 6M | +20.7% | +32.4% | -11.7% | +8.8% |
| YTD | +34.1% | +34.9% | -0.7% | +19.5% |
| 1Y | +22.6% | +52.4% | -29.7% | +4.1% |
| All | +22.3% | +12.6% | +9.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling