-4.4%
DOC vs RGEN
+433.1%
-437.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.5% | -4.9% | +3.4% | -0.8% |
| 30D | -4.8% | +5.7% | -10.4% | -5.6% |
| 3M | +6.9% | +32.4% | -25.6% | +2.1% |
| 6M | +20.7% | +33.2% | -12.4% | +14.6% |
| YTD | +34.1% | +2.3% | +31.9% | +32.3% |
| 1Y | +22.6% | +39.0% | -16.4% | +15.1% |
| 3Y | +20.8% | -4.6% | +25.5% | +16.4% |
| 5Y | -24.9% | -42.7% | +17.8% | -24.9% |
| All | -4.4% | +433.1% | -437.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling