+55.8%
DOCS vs RBA
+44.2%
+11.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -1.3% | +7.3% | -8.7% | -3.3% |
| 30D | +19.4% | +16.9% | +2.5% | +14.1% |
| 3M | +53.4% | -0.5% | +53.9% | +53.1% |
| 6M | +28.8% | -10.4% | +39.2% | +31.0% |
| YTD | -25.1% | -7.2% | -17.8% | -24.4% |
| 1Y | -48.1% | -2.2% | -45.9% | -48.3% |
| All | +55.8% | +44.2% | +11.6% | +64.4% |
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