-51.1%
DOCS vs RL
+232.3%
-283.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.1% | -0.8% |
| 7D | -1.3% | -4.7% | +3.3% | +0.9% |
| 30D | +19.4% | +3.6% | +15.8% | +17.5% |
| 3M | +53.4% | +0.5% | +52.8% | +51.9% |
| 6M | +28.8% | +6.6% | +22.1% | +21.7% |
| YTD | -25.1% | +8.8% | -33.9% | -30.9% |
| 1Y | -48.1% | +21.8% | -69.9% | -55.5% |
| 3Y | +51.4% | +245.8% | -194.4% | -39.4% |
| 5Y | -51.1% | +230.0% | -281.1% | -81.1% |
| All | -51.1% | +232.3% | -283.4% | -81.1% |
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