+60.3%
DOCS vs RSG
+64.0%
-3.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +7.8% | +13.8% | -6.0% | +5.4% |
| 3M | +20.0% | +15.4% | +4.6% | +17.1% |
| 6M | +26.5% | +24.1% | +2.4% | +22.8% |
| YTD | -25.8% | +17.8% | -43.6% | -27.4% |
| 1Y | -39.5% | +21.5% | -60.9% | -41.2% |
| 3Y | +60.3% | +63.3% | -3.0% | +42.5% |
| All | +60.3% | +64.0% | -3.6% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling