-54.2%
DOCS vs RSG
+96.6%
-150.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.2% |
| 3M | +57.4% | +17.8% | +39.6% | +52.3% |
| 6M | +26.5% | +24.0% | +2.6% | +21.3% |
| YTD | -26.6% | +17.5% | -44.1% | -29.0% |
| 1Y | -48.1% | +21.9% | -70.0% | -50.2% |
| 3Y | +52.6% | +64.6% | -12.0% | +35.6% |
| All | -54.2% | +96.6% | -150.8% | -62.3% |
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 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