-38.7%
DOCS vs RVTY
+0.8%
-39.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -3.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +17.4% | +1.0% | +16.4% | +16.3% |
| 3M | +57.4% | +35.8% | +21.5% | +33.4% |
| 6M | +26.5% | +56.7% | -30.2% | -1.7% |
| YTD | -26.6% | +60.7% | -87.3% | -44.7% |
| 1Y | -48.1% | +73.7% | -121.7% | -62.7% |
| 3Y | +52.6% | +82.8% | -30.1% | -4.6% |
| 5Y | -52.1% | -7.0% | -45.1% | -49.3% |
| All | -38.7% | +0.8% | -39.5% | -47.6% |
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