-48.1%
DOCS vs ROL
-34.4%
-13.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | -1.3% | +11.7% | -13.1% | -3.8% |
| 30D | +19.4% | +27.7% | -8.3% | +13.0% |
| 3M | +53.4% | +3.7% | +49.7% | +51.0% |
| 6M | +28.8% | -27.8% | +56.5% | +24.4% |
| YTD | -25.1% | -34.7% | +9.6% | -26.3% |
| 1Y | -48.1% | -34.1% | -14.0% | -50.4% |
| All | -48.1% | -34.4% | -13.8% | -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 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