+213.5%
RCL vs DOCS
-36.0%
+249.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.9% |
| 30D | -19.0% | +21.8% | -40.8% | -22.6% |
| 3M | -9.6% | +27.3% | -36.9% | -14.4% |
| 6M | -6.7% | -0.3% | -6.4% | -8.7% |
| YTD | -3.9% | -40.5% | +36.6% | +3.0% |
| 1Y | -25.1% | -61.5% | +36.5% | -13.1% |
| 3Y | +179.1% | +8.2% | +170.9% | +148.4% |
| 5Y | +243.3% | -73.4% | +316.7% | +242.9% |
| All | +213.5% | -36.0% | +249.5% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling