-22.2%
DOC vs RGEN
-36.7%
+14.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +0.5% |
| 7D | +6.2% | -10.7% | +16.9% | +7.9% |
| 30D | +6.5% | -3.6% | +10.1% | +6.8% |
| 3M | -6.2% | +6.2% | -12.5% | -7.5% |
| 6M | +25.6% | +34.1% | -8.5% | +19.0% |
| YTD | +32.1% | +2.8% | +29.3% | +29.8% |
| 1Y | +20.3% | +15.5% | +4.8% | +15.9% |
| 3Y | +42.7% | +12.1% | +30.7% | +34.1% |
| 5Y | -22.2% | -36.9% | +14.7% | -26.7% |
| All | -22.2% | -36.7% | +14.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling