+67.4%
RIG vs DOCS
-52.4%
+119.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.1% |
| 7D | +5.7% | +2.6% | +3.2% | +5.4% |
| 30D | -0.7% | +11.4% | -12.1% | -2.0% |
| 3M | -3.1% | +25.4% | -28.5% | -5.9% |
| 6M | -16.3% | +42.5% | -58.9% | -21.1% |
| YTD | +34.1% | -24.7% | +58.8% | +37.2% |
| 1Y | +38.2% | -32.9% | +71.1% | +43.6% |
| 3Y | -15.3% | +39.6% | -54.9% | -26.5% |
| All | +67.4% | -52.4% | +119.8% | +53.5% |
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