-50.3%
DOCS vs RL
+224.1%
-274.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.7% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +21.8% | -7.8% | +29.6% | +25.6% |
| 3M | +27.3% | -4.0% | +31.3% | +28.1% |
| 6M | -0.3% | -1.9% | +1.5% | -2.6% |
| YTD | -40.5% | -0.2% | -40.3% | -42.6% |
| 1Y | -61.5% | +10.7% | -72.2% | -65.2% |
| 3Y | +8.2% | +210.8% | -202.6% | -50.1% |
| 5Y | -73.4% | +238.2% | -311.7% | -88.7% |
| All | -50.3% | +224.1% | -274.4% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling