+46.1%
RSP vs DOCS
-54.0%
+100.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +2.1% | +19.4% | -17.3% | +0.5% |
| 3M | -0.9% | +53.4% | -54.3% | -5.2% |
| 6M | +7.5% | +28.8% | -21.2% | +4.0% |
| YTD | +14.6% | -25.1% | +39.6% | +16.3% |
| 1Y | +17.6% | -48.1% | +65.8% | +23.7% |
| 3Y | +60.8% | +51.4% | +9.4% | +44.7% |
| 5Y | +46.1% | -51.1% | +97.2% | +39.5% |
| All | +46.1% | -54.0% | +100.1% | +39.5% |
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