+62.8%
DOCS vs RBA
+44.7%
+18.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +5.8% |
| 7D | +1.2% | +12.7% | -11.4% | -2.1% |
| 30D | +21.3% | +15.5% | +5.8% | +16.4% |
| 3M | +58.4% | -14.0% | +72.4% | +62.8% |
| 6M | +39.3% | -8.8% | +48.1% | +41.2% |
| YTD | -21.7% | -6.9% | -14.8% | -21.1% |
| 1Y | -47.3% | -3.0% | -44.3% | -47.4% |
| All | +62.8% | +44.7% | +18.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling