+206.2%
RDDT vs DOCS
-8.0%
+214.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | -0.5% | +21.8% | -22.3% | -7.0% |
| 3M | -16.0% | +27.3% | -43.3% | -22.1% |
| 6M | +4.9% | -0.3% | +5.2% | +2.0% |
| YTD | -32.8% | -40.5% | +7.7% | -26.3% |
| 1Y | -33.5% | -61.5% | +28.1% | -19.5% |
| All | +206.2% | -8.0% | +214.2% | +174.5% |
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