-28.6%
RIG vs DOCS
+9.5%
-38.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -2.7% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +13.8% | +21.8% | -8.0% | +12.6% |
| 3M | -6.4% | +27.3% | -33.7% | -7.7% |
| 6M | -8.2% | -0.3% | -7.8% | -8.5% |
| YTD | +41.6% | -40.5% | +82.1% | +46.5% |
| 1Y | +88.7% | -61.5% | +150.3% | +103.1% |
| All | -28.6% | +9.5% | -38.0% | -31.5% |
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 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