-38.3%
DOCS vs RSG
+23.2%
-61.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.6% | +2.0% | -2.5% | -0.8% |
| 30D | +6.3% | +14.2% | -7.9% | +4.6% |
| 3M | +26.5% | +15.8% | +10.7% | +24.6% |
| 6M | +24.8% | +24.6% | +0.2% | +26.1% |
| YTD | -26.8% | +18.2% | -45.0% | -26.1% |
| 1Y | -38.3% | +22.8% | -61.1% | -38.5% |
| All | -38.3% | +23.2% | -61.5% | -38.5% |
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