+40.9%
RIG vs DOCS
-51.8%
+92.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.8% | +3.0% |
| 7D | -24.5% | -0.8% | -23.7% | -24.5% |
| 30D | -2.8% | +17.4% | -20.2% | -4.7% |
| 3M | +1.6% | +57.4% | -55.8% | -4.6% |
| 6M | -15.9% | +26.5% | -42.4% | -19.6% |
| YTD | +26.9% | -26.6% | +53.5% | +30.1% |
| 1Y | +34.4% | -48.1% | +82.4% | +44.9% |
| 3Y | -21.2% | +52.6% | -73.8% | -33.4% |
| All | +40.9% | -51.8% | +92.7% | +32.6% |
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