-37.4%
DOCS vs RRX
+31.7%
-69.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | +2.0% |
| 7D | 0.0% | +12.3% | -12.3% | +1.7% |
| 30D | +7.8% | +9.5% | -1.8% | +9.2% |
| 3M | +20.0% | +1.8% | +18.2% | +20.5% |
| 6M | +26.5% | -15.3% | +41.9% | +24.9% |
| YTD | -25.8% | +29.6% | -55.4% | -27.8% |
| All | -37.4% | +31.7% | -69.1% | -40.5% |
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