-38.7%
DOCS vs RSG
+144.7%
-183.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.8% | +1.2% | -1.9% | -1.0% |
| 30D | +17.4% | +14.2% | +3.2% | +14.1% |
| 3M | +57.4% | +18.2% | +39.2% | +52.0% |
| 6M | +26.5% | +24.4% | +2.2% | +21.0% |
| YTD | -26.6% | +17.9% | -44.5% | -29.2% |
| 1Y | -48.1% | +22.3% | -70.4% | -50.3% |
| 3Y | +52.6% | +65.1% | -12.5% | +34.6% |
| 5Y | -52.1% | +97.9% | -150.0% | -60.2% |
| All | -38.7% | +144.7% | -183.3% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling