-61.5%
DOCS vs ROL
-35.4%
-26.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | +21.8% | -4.1% | +25.9% | +22.2% |
| 3M | +27.3% | -22.5% | +49.8% | +26.5% |
| 6M | -0.3% | -37.7% | +37.3% | -1.6% |
| YTD | -40.5% | -39.6% | -0.9% | -40.5% |
| 1Y | -61.5% | -36.0% | -25.5% | -61.2% |
| All | -61.5% | -35.4% | -26.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling