-51.1%
DOCS vs ROP
+3.7%
-54.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -1.3% | +9.2% | -10.5% | -7.0% |
| 30D | +19.4% | +35.5% | -16.1% | -3.3% |
| 3M | +53.4% | +24.4% | +29.0% | +32.1% |
| 6M | +28.8% | +38.0% | -9.3% | +2.8% |
| YTD | -25.1% | +11.1% | -36.1% | -31.0% |
| 1Y | -48.1% | +10.9% | -59.1% | -52.3% |
| 3Y | +51.4% | -0.5% | +51.8% | +42.5% |
| 5Y | -51.1% | +4.5% | -55.6% | -60.6% |
| All | -51.1% | +3.7% | -54.8% | -60.6% |
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 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