+8.9%
DOCS vs ROP
-16.7%
+25.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -0.9% |
| 7D | -1.4% | -4.4% | +3.0% | +1.0% |
| 30D | +21.8% | +3.2% | +18.6% | +20.1% |
| 3M | +27.3% | +23.1% | +4.2% | +14.7% |
| 6M | -0.3% | +13.3% | -13.6% | -6.8% |
| YTD | -40.5% | -7.9% | -32.6% | -39.3% |
| 1Y | -61.5% | -22.1% | -39.5% | -57.7% |
| All | +8.9% | -16.7% | +25.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling