-38.8%
DOCS vs ROL
+21.9%
-60.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | -0.6% | +2.9% | -3.4% | -1.4% |
| 30D | +6.3% | +20.1% | -13.8% | +0.5% |
| 3M | +26.5% | +3.2% | +23.3% | +25.0% |
| 6M | +24.8% | -28.0% | +52.8% | +35.7% |
| YTD | -26.8% | -35.3% | +8.5% | -18.1% |
| 1Y | -38.3% | -33.6% | -4.6% | -31.6% |
| 3Y | +36.0% | +3.8% | +32.3% | +25.5% |
| 5Y | -55.0% | +14.4% | -69.4% | -64.0% |
| All | -38.8% | +21.9% | -60.7% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling