+8.9%
DOCS vs RBA
+36.9%
-28.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | +21.8% | -12.3% | +34.1% | +26.3% |
| 3M | +27.3% | -20.5% | +47.8% | +34.5% |
| 6M | -0.3% | -18.5% | +18.2% | +4.6% |
| YTD | -40.5% | -18.2% | -22.3% | -37.7% |
| 1Y | -61.5% | -27.5% | -34.0% | -58.5% |
| All | +8.9% | +36.9% | -28.0% | +11.2% |
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