-51.1%
DOCS vs ROL
+14.0%
-65.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | -1.3% | +11.7% | -13.1% | -5.0% |
| 30D | +19.4% | +27.7% | -8.3% | +9.9% |
| 3M | +53.4% | +3.7% | +49.7% | +51.5% |
| 6M | +28.8% | -27.8% | +56.5% | +41.4% |
| YTD | -25.1% | -34.7% | +9.6% | -15.2% |
| 1Y | -48.1% | -34.1% | -14.0% | -41.6% |
| 3Y | +51.4% | +5.9% | +45.5% | +35.1% |
| 5Y | -51.1% | +15.6% | -66.7% | -65.1% |
| All | -51.1% | +14.0% | -65.1% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling