-61.5%
DOCS vs RRX
+14.9%
-76.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +3.4% | -4.9% | -1.1% |
| 30D | +21.8% | -11.1% | +32.9% | +20.8% |
| 3M | +27.3% | -23.7% | +51.0% | +25.1% |
| 6M | -0.3% | -22.0% | +21.6% | -2.0% |
| YTD | -40.5% | +16.5% | -57.0% | -46.2% |
| 1Y | -61.5% | +11.5% | -73.1% | -65.0% |
| All | -61.5% | +14.9% | -76.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling