+2,934.4%
DOC vs RVTY
+2,982.6%
-48.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.6% |
| 7D | +8.7% | -3.6% | +12.3% | +9.4% |
| 30D | +7.6% | +1.4% | +6.3% | +7.1% |
| 3M | -5.3% | +43.2% | -48.5% | -12.4% |
| 6M | +27.6% | +84.5% | -56.9% | +11.7% |
| YTD | +32.4% | +65.2% | -32.8% | +18.0% |
| 1Y | +22.9% | +74.3% | -51.4% | +8.2% |
| 3Y | +43.1% | +82.3% | -39.2% | +23.6% |
| 5Y | -21.4% | -6.2% | -15.2% | -23.9% |
| 10Y | +16.8% | +221.0% | -204.2% | -11.4% |
| All | +2,934.4% | +2,982.6% | -48.2% | +1,544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling