+283.9%
RCL vs DOCS
-19.4%
+303.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.4% |
| 7D | +3.9% | -1.3% | +5.3% | +4.2% |
| 30D | +11.8% | +19.4% | -7.6% | +8.3% |
| 3M | -0.8% | +53.4% | -54.2% | -9.2% |
| 6M | +23.6% | +28.8% | -5.1% | +15.6% |
| YTD | +17.6% | -25.1% | +42.7% | +20.9% |
| 1Y | +28.3% | -48.1% | +76.4% | +41.0% |
| 3Y | +261.4% | +51.4% | +210.1% | +201.5% |
| 5Y | +245.3% | -51.1% | +296.4% | +225.9% |
| All | +283.9% | -19.4% | +303.3% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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