-61.5%
DOCS vs RSG
-3.6%
-58.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +21.8% | +7.6% | +14.2% | +22.1% |
| 3M | +27.3% | +7.4% | +19.9% | +28.3% |
| 6M | -0.3% | -3.3% | +2.9% | +0.8% |
| YTD | -40.5% | +6.0% | -46.5% | -38.8% |
| 1Y | -61.5% | -3.7% | -57.9% | -60.4% |
| All | -61.5% | -3.6% | -58.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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