-48.2%
VRT vs DOCS
+33.3%
-81.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.3% | -9.7% | -14.5% |
| 7D | -28.1% | -1.3% | -26.8% | -28.1% |
| 30D | -30.2% | +19.4% | -49.6% | -28.3% |
| 3M | -36.4% | +53.4% | -89.8% | -32.4% |
| 6M | -48.2% | +28.8% | -76.9% | -45.1% |
| All | -48.2% | +33.3% | -81.5% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling