+134.3%
RTX vs DOCS
-54.0%
+188.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -3.2% |
| 7D | -3.8% | -1.3% | -2.4% | -3.7% |
| 30D | +4.7% | +19.4% | -14.7% | +4.0% |
| 3M | -13.4% | +53.4% | -66.8% | -15.0% |
| 6M | +11.8% | +28.8% | -16.9% | +10.3% |
| YTD | +5.8% | -25.1% | +30.8% | +6.5% |
| 1Y | +11.9% | -48.1% | +60.1% | +14.5% |
| 3Y | +146.3% | +51.4% | +94.9% | +138.6% |
| 5Y | +134.3% | -51.1% | +185.4% | +132.0% |
| All | +134.3% | -54.0% | +188.3% | +132.0% |
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