-50.3%
DOCS vs ROL
+13.8%
-64.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +21.8% | -4.1% | +25.9% | +23.5% |
| 3M | +27.3% | -22.5% | +49.8% | +36.4% |
| 6M | -0.3% | -37.7% | +37.3% | +13.2% |
| YTD | -40.5% | -39.6% | -0.9% | -32.0% |
| 1Y | -61.5% | -36.0% | -25.5% | -57.0% |
| 3Y | +8.2% | -5.1% | +13.3% | +2.8% |
| 5Y | -73.4% | -3.4% | -70.1% | -79.6% |
| All | -50.3% | +13.8% | -64.0% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling