-47.3%
DOCS vs RBA
-2.0%
-45.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +5.7% |
| 7D | +1.2% | +12.7% | -11.4% | -2.7% |
| 30D | +21.3% | +15.5% | +5.8% | +15.3% |
| 3M | +58.4% | -14.0% | +72.4% | +61.4% |
| 6M | +39.3% | -8.8% | +48.1% | +39.7% |
| YTD | -21.7% | -6.9% | -14.8% | -17.6% |
| 1Y | -47.3% | -3.0% | -44.3% | -42.7% |
| All | -47.3% | -2.0% | -45.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling