-56.7%
DOCS vs ROP
+1.6%
-58.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | -4.2% | -2.9% | -1.2% | -2.3% |
| 30D | +8.6% | +30.1% | -21.4% | -9.6% |
| 3M | +27.2% | +19.9% | +7.4% | +12.1% |
| 6M | +26.5% | +46.0% | -19.5% | -2.7% |
| YTD | -25.0% | +8.4% | -33.3% | -29.8% |
| 1Y | -37.0% | +8.8% | -45.8% | -41.3% |
| 3Y | +39.4% | -5.6% | +45.0% | +36.8% |
| 5Y | -56.7% | +3.0% | -59.7% | -64.8% |
| All | -56.7% | +1.6% | -58.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling