-56.7%
DOCS vs RSG
+97.5%
-154.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -4.2% | +1.6% | -5.8% | -4.5% |
| 30D | +8.6% | +13.5% | -4.8% | +5.7% |
| 3M | +27.2% | +16.3% | +10.9% | +23.2% |
| 6M | +26.5% | +26.9% | -0.4% | +20.6% |
| YTD | -25.0% | +19.1% | -44.0% | -27.7% |
| 1Y | -37.0% | +21.8% | -58.8% | -39.6% |
| 3Y | +39.4% | +63.5% | -24.1% | +23.4% |
| 5Y | -56.7% | +98.6% | -155.3% | -64.8% |
| All | -56.7% | +97.5% | -154.2% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling