-61.5%
DOCS vs ROP
-21.5%
-40.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -0.7% |
| 7D | -1.4% | -4.4% | +3.0% | +1.1% |
| 30D | +21.8% | +3.2% | +18.6% | +20.0% |
| 3M | +27.3% | +23.1% | +4.2% | +14.8% |
| 6M | -0.3% | +13.3% | -13.6% | -7.6% |
| YTD | -40.5% | -7.9% | -32.6% | -42.8% |
| 1Y | -61.5% | -22.1% | -39.5% | -61.6% |
| All | -61.5% | -21.5% | -40.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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