-52.3%
DOCS vs RL
+266.2%
-318.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.9% | +4.3% |
| 7D | +1.2% | +5.8% | -4.5% | -1.4% |
| 30D | +21.3% | +12.7% | +8.6% | +14.7% |
| 3M | +58.4% | +9.3% | +49.0% | +50.9% |
| 6M | +39.3% | +16.9% | +22.4% | +26.1% |
| YTD | -21.7% | +17.5% | -39.2% | -30.3% |
| 1Y | -47.3% | +34.6% | -82.0% | -56.9% |
| 3Y | +58.2% | +273.2% | -215.1% | -38.4% |
| 5Y | -52.3% | +265.2% | -317.5% | -82.1% |
| All | -52.3% | +266.2% | -318.5% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling