-31.6%
RDW vs DOCS
-54.3%
+22.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.1% | +11.9% | +12.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -14.9% | +7.8% | -22.7% | -16.7% |
| 3M | -40.0% | +20.0% | -60.0% | -43.8% |
| 6M | -26.4% | +26.5% | -52.9% | -34.7% |
| YTD | +7.2% | -25.8% | +33.0% | +12.4% |
| 1Y | +24.2% | -39.5% | +63.7% | +39.6% |
| 3Y | +226.0% | +60.3% | +165.7% | +138.6% |
| 5Y | -31.6% | -57.0% | +25.5% | -23.7% |
| All | -31.6% | -54.3% | +22.8% | -23.7% |
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