-55.0%
DOCS vs RRX
+13.9%
-68.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.8% |
| 30D | +6.3% | +9.0% | -2.8% | +3.3% |
| 3M | +26.5% | +4.0% | +22.5% | +24.0% |
| 6M | +24.8% | -15.7% | +40.5% | +27.0% |
| YTD | -26.8% | +29.0% | -55.8% | -39.6% |
| 1Y | -38.3% | +35.2% | -73.5% | -50.3% |
| 3Y | +36.0% | +67.7% | -31.7% | -15.0% |
| 5Y | -55.0% | +14.9% | -69.9% | -64.3% |
| All | -55.0% | +13.9% | -68.9% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling