-51.1%
DOCS vs RBA
+48.6%
-99.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -1.3% | +7.3% | -8.7% | -4.0% |
| 30D | +19.4% | +16.9% | +2.5% | +12.1% |
| 3M | +53.4% | -0.5% | +53.9% | +53.5% |
| 6M | +28.8% | -10.4% | +39.2% | +33.0% |
| YTD | -25.1% | -7.2% | -17.8% | -24.2% |
| 1Y | -48.1% | -2.2% | -45.9% | -48.8% |
| 3Y | +51.4% | +43.7% | +7.6% | +26.1% |
| 5Y | -51.1% | +38.7% | -89.8% | -61.9% |
| All | -51.1% | +48.6% | -99.7% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling