+234.8%
RCL vs DOCS
-73.4%
+308.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.4% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | -19.0% | +21.8% | -40.8% | -23.0% |
| 3M | -9.6% | +27.3% | -36.9% | -14.9% |
| 6M | -6.7% | -0.3% | -6.4% | -8.9% |
| YTD | -3.9% | -40.5% | +36.6% | +3.8% |
| 1Y | -25.1% | -61.5% | +36.5% | -11.6% |
| 3Y | +179.1% | +8.2% | +170.9% | +142.1% |
| All | +234.8% | -73.4% | +308.2% | +229.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling