-37.0%
DOCS vs RRX
+36.7%
-73.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +2.7% |
| 7D | -4.2% | +5.4% | -9.6% | -3.5% |
| 30D | +8.6% | +12.0% | -3.4% | +10.4% |
| 3M | +27.2% | +6.1% | +21.1% | +28.5% |
| 6M | +26.5% | -13.2% | +39.7% | +25.3% |
| YTD | -25.0% | +31.0% | -55.9% | -27.1% |
| 1Y | -37.0% | +38.8% | -75.7% | -40.4% |
| All | -37.0% | +36.7% | -73.7% | -40.4% |
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