+11.7%
RIG vs DOCS
-20.2%
+31.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -17.0% | 0.0% | -17.0% | -17.1% |
| 30D | -6.2% | +7.8% | -13.9% | -7.0% |
| 3M | -1.7% | +20.0% | -21.7% | -3.8% |
| 6M | -19.2% | +26.5% | -45.7% | -22.2% |
| YTD | +25.2% | -25.8% | +50.9% | +27.6% |
| 1Y | +29.9% | -39.5% | +69.4% | +35.7% |
| 3Y | -21.3% | +60.3% | -81.7% | -31.0% |
| 5Y | +40.5% | -57.0% | +97.5% | +32.4% |
| All | +11.7% | -20.2% | +31.8% | +16.8% |
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