-50.3%
DOCS vs ROP
-8.5%
-41.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -0.4% |
| 7D | -1.4% | -4.4% | +3.0% | +1.7% |
| 30D | +21.8% | +3.2% | +18.6% | +19.5% |
| 3M | +27.3% | +23.1% | +4.2% | +10.7% |
| 6M | -0.3% | +13.3% | -13.6% | -8.6% |
| YTD | -40.5% | -7.9% | -32.6% | -37.7% |
| 1Y | -61.5% | -22.1% | -39.5% | -54.9% |
| 3Y | +8.2% | -16.8% | +25.0% | +15.3% |
| 5Y | -73.4% | -13.5% | -59.9% | -75.4% |
| All | -50.3% | -8.5% | -41.8% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling