+158.9%
RTX vs DOCS
-36.0%
+194.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -5.2% | -1.4% | -3.7% | -5.1% |
| 30D | -9.4% | +21.8% | -31.2% | -10.0% |
| 3M | +12.3% | +27.3% | -15.0% | +11.3% |
| 6M | -3.1% | -0.3% | -2.8% | -3.4% |
| YTD | +10.7% | -40.5% | +51.2% | +12.0% |
| 1Y | +28.4% | -61.5% | +90.0% | +31.8% |
| 3Y | +147.1% | +8.2% | +138.9% | +144.5% |
| 5Y | +167.2% | -73.4% | +240.7% | +165.0% |
| All | +158.9% | -36.0% | +194.9% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling