+39.3%
DOCS vs ROL
-29.6%
+68.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.4% |
| 7D | +1.2% | +14.6% | -13.3% | -3.4% |
| 30D | +21.3% | +29.3% | -8.0% | +10.6% |
| 3M | +58.4% | +2.0% | +56.4% | +56.9% |
| 6M | +39.3% | -28.5% | +67.8% | +14.6% |
| All | +39.3% | -29.6% | +68.9% | +14.6% |
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