-37.4%
DOCS vs RVTY
-1.9%
-35.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -1.7% |
| 7D | -1.3% | -9.0% | +7.7% | +2.9% |
| 30D | +19.4% | -1.6% | +21.0% | +19.9% |
| 3M | +53.4% | +31.2% | +22.2% | +32.4% |
| 6M | +28.8% | +63.6% | -34.8% | -2.6% |
| YTD | -25.1% | +56.3% | -81.3% | -42.8% |
| 1Y | -48.1% | +63.3% | -111.5% | -61.5% |
| 3Y | +51.4% | +72.4% | -21.1% | -1.8% |
| 5Y | -51.1% | -9.6% | -41.5% | -47.6% |
| All | -37.4% | -1.9% | -35.4% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling