-73.2%
DOCS vs RBA
+45.3%
-118.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | -2.9% | +1.5% | -0.3% |
| 30D | +21.8% | -12.3% | +34.1% | +28.0% |
| 3M | +27.3% | -20.5% | +47.8% | +37.5% |
| 6M | -0.3% | -18.5% | +18.2% | +6.5% |
| YTD | -40.5% | -18.2% | -22.3% | -36.8% |
| 1Y | -61.5% | -27.5% | -34.0% | -57.4% |
| 3Y | +8.2% | +38.1% | -29.9% | -7.9% |
| All | -73.2% | +45.3% | -118.4% | -79.9% |
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