-38.7%
DOCS vs RL
+248.5%
-287.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | -0.8% | -4.2% | +3.4% | +1.2% |
| 30D | +17.4% | +4.3% | +13.1% | +15.3% |
| 3M | +57.4% | -4.6% | +62.0% | +59.9% |
| 6M | +26.5% | +1.7% | +24.8% | +22.8% |
| YTD | -26.6% | +7.3% | -33.9% | -31.5% |
| 1Y | -48.1% | +20.8% | -68.8% | -54.8% |
| 3Y | +52.6% | +247.0% | -194.3% | -33.5% |
| 5Y | -52.1% | +225.5% | -277.5% | -79.7% |
| All | -38.7% | +248.5% | -287.2% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling