-54.2%
DOCS vs RRX
+6.5%
-60.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.4% |
| 7D | -0.8% | +7.5% | -8.3% | -3.0% |
| 30D | +17.4% | +3.0% | +14.4% | +15.8% |
| 3M | +57.4% | -5.3% | +62.7% | +58.2% |
| 6M | +26.5% | -26.6% | +53.2% | +33.8% |
| YTD | -26.6% | +21.2% | -47.8% | -38.4% |
| 1Y | -48.1% | +25.9% | -74.0% | -57.4% |
| 3Y | +52.6% | +71.7% | -19.1% | -8.1% |
| All | -54.2% | +6.5% | -60.7% | -63.0% |
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 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