-48.1%
DOCS vs RVTY
+69.5%
-117.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +17.4% | +1.0% | +16.4% | +16.9% |
| 3M | +57.4% | +35.8% | +21.5% | +45.4% |
| 6M | +26.5% | +56.7% | -30.2% | +11.5% |
| YTD | -26.6% | +60.7% | -87.3% | -37.8% |
| 1Y | -48.1% | +73.7% | -121.7% | -59.9% |
| All | -48.1% | +69.5% | -117.5% | -59.9% |
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