-37.4%
DOCS vs ROIV
+270.6%
-308.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.7% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +19.4% | +3.1% | +16.3% | +18.9% |
| 3M | +53.4% | +5.8% | +47.6% | +51.5% |
| 6M | +28.8% | +29.3% | -0.6% | +23.1% |
| YTD | -25.1% | +68.8% | -93.8% | -31.9% |
| 1Y | -48.1% | +81.0% | -129.2% | -53.6% |
| 3Y | +51.4% | +294.6% | -243.2% | +17.7% |
| 5Y | -51.1% | +373.1% | -424.2% | -67.5% |
| All | -37.4% | +270.6% | -308.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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