-50.3%
DOCS vs ROIV
+253.5%
-303.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.0% |
| 7D | -1.4% | +0.6% | -2.1% | -1.5% |
| 30D | +21.8% | +1.0% | +20.9% | +21.6% |
| 3M | +27.3% | +18.3% | +9.0% | +24.1% |
| 6M | -0.3% | +18.3% | -18.7% | -3.1% |
| YTD | -40.5% | +61.0% | -101.5% | -45.3% |
| 1Y | -61.5% | +177.9% | -239.4% | -68.1% |
| 3Y | +8.2% | +199.1% | -190.9% | -12.9% |
| 5Y | -73.4% | +250.7% | -324.1% | -81.4% |
| All | -50.3% | +253.5% | -303.8% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling