-0.3%
DOCS vs ROL
-39.6%
+39.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +21.8% | -4.1% | +25.9% | +22.4% |
| 3M | +27.3% | -22.5% | +49.8% | +22.7% |
| 6M | -0.3% | -37.7% | +37.3% | -10.0% |
| All | -0.3% | -39.6% | +39.3% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling