+27.6%
DOC vs RGEN
+53.6%
-26.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +8.7% | -3.5% | +12.2% | +8.9% |
| 30D | +7.6% | -6.0% | +13.6% | +7.7% |
| 3M | -5.3% | +19.0% | -24.2% | -5.5% |
| 6M | +27.6% | +50.7% | -23.1% | +26.9% |
| All | +27.6% | +53.6% | -26.0% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling