+22.3%
DOC vs RGEN
-3.7%
+26.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.2% |
| 6M | +20.7% | +33.2% | -12.4% | +14.8% |
| YTD | +34.1% | +2.3% | +31.9% | +32.6% |
| 1Y | +22.6% | +39.0% | -16.4% | +15.2% |
| All | +22.3% | -3.7% | +26.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling