+52.6%
DOCS vs RSG
+66.1%
-13.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | +1.2% | -1.9% | -0.9% |
| 30D | +17.4% | +14.2% | +3.2% | +14.7% |
| 3M | +57.4% | +17.8% | +39.6% | +53.3% |
| 6M | +26.5% | +24.0% | +2.6% | +22.9% |
| YTD | -26.6% | +17.5% | -44.1% | -28.2% |
| 1Y | -48.1% | +21.9% | -70.0% | -49.6% |
| 3Y | +52.6% | +64.6% | -12.0% | +35.1% |
| All | +52.6% | +66.1% | -13.5% | +35.1% |
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