+55.2%
RIG vs DOCS
-73.4%
+128.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -2.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +13.8% | +21.8% | -8.0% | +10.6% |
| 3M | -6.4% | +27.3% | -33.7% | -9.8% |
| 6M | -8.2% | -0.3% | -7.8% | -9.5% |
| YTD | +41.6% | -40.5% | +82.1% | +48.7% |
| 1Y | +88.7% | -61.5% | +150.3% | +110.4% |
| 3Y | -30.9% | +8.2% | -39.0% | -37.5% |
| All | +55.2% | -73.4% | +128.6% | +47.5% |
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 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