-2.0%
RKT vs DOCS
-54.0%
+52.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.2% |
| 7D | +24.3% | -1.3% | +25.7% | +24.7% |
| 30D | +27.9% | +19.4% | +8.5% | +22.6% |
| 3M | +6.9% | +53.4% | -46.5% | -4.6% |
| 6M | +5.2% | +28.8% | -23.6% | -3.4% |
| YTD | -23.5% | -25.1% | +1.6% | -20.4% |
| 1Y | -9.1% | -48.1% | +39.1% | +2.8% |
| 3Y | +81.5% | +51.4% | +30.1% | +32.3% |
| 5Y | -2.0% | -51.1% | +49.1% | -16.3% |
| All | -2.0% | -54.0% | +52.0% | -16.3% |
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 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