-23.3%
RIG vs DOCS
+50.6%
-73.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -6.3% |
| 7D | -23.8% | -1.3% | -22.4% | -23.7% |
| 30D | -5.6% | +19.4% | -25.0% | -6.1% |
| 3M | -0.8% | +53.4% | -54.2% | -2.5% |
| 6M | -18.4% | +28.8% | -47.2% | -19.4% |
| YTD | +23.5% | -25.1% | +48.6% | +26.5% |
| 1Y | +30.8% | -48.1% | +78.9% | +38.3% |
| All | -23.3% | +50.6% | -73.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling