-47.3%
DOCS vs RVTY
+74.0%
-121.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.9% |
| 7D | +1.2% | -3.6% | +4.8% | +2.0% |
| 30D | +21.3% | +1.4% | +19.9% | +20.7% |
| 3M | +58.4% | +43.2% | +15.2% | +44.4% |
| 6M | +39.3% | +84.5% | -45.2% | +16.1% |
| YTD | -21.7% | +65.2% | -86.9% | -34.0% |
| 1Y | -47.3% | +74.3% | -121.6% | -57.3% |
| All | -47.3% | +74.0% | -121.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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