+2,934.4%
DOC vs RGEN
+1,682.0%
+1,252.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | -5.3% | +19.0% | -24.2% | -6.1% |
| 6M | +27.6% | +50.7% | -23.1% | +24.9% |
| YTD | +32.4% | +8.8% | +23.7% | +31.4% |
| 1Y | +22.9% | +21.3% | +1.6% | +21.3% |
| 3Y | +43.1% | +18.5% | +24.6% | +40.3% |
| 5Y | -21.4% | -35.7% | +14.3% | -21.7% |
| 10Y | +16.8% | +558.3% | -541.5% | +5.9% |
| All | +2,934.4% | +1,682.0% | +1,252.4% | +2,316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling