-38.7%
DOCS vs ROP
+7.1%
-45.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.1% |
| 7D | -0.8% | +2.1% | -2.9% | -2.1% |
| 30D | +17.4% | +32.9% | -15.5% | -3.3% |
| 3M | +57.4% | +20.0% | +37.3% | +39.1% |
| 6M | +26.5% | +36.4% | -9.9% | +2.2% |
| YTD | -26.6% | +7.8% | -34.4% | -31.0% |
| 1Y | -48.1% | +8.0% | -56.0% | -51.3% |
| 3Y | +52.6% | -3.5% | +56.1% | +47.2% |
| 5Y | -52.1% | +1.5% | -53.5% | -59.2% |
| All | -38.7% | +7.1% | -45.8% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling