-38.7%
DOCS vs RBA
+66.6%
-105.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -0.8% | +4.3% | -5.0% | -2.3% |
| 30D | +17.4% | +16.3% | +1.1% | +10.6% |
| 3M | +57.4% | +1.3% | +56.0% | +56.4% |
| 6M | +26.5% | -11.1% | +37.6% | +31.0% |
| YTD | -26.6% | -8.5% | -18.1% | -25.3% |
| 1Y | -48.1% | -2.1% | -45.9% | -48.7% |
| 3Y | +52.6% | +44.6% | +8.1% | +27.2% |
| 5Y | -52.1% | +36.8% | -88.9% | -61.8% |
| All | -38.7% | +66.6% | -105.3% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling