+2,974.4%
DOC vs RGEN
+1,576.0%
+1,398.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | -4.8% | +5.7% | -10.4% | -5.0% |
| 3M | +6.9% | +32.4% | -25.6% | +5.4% |
| 6M | +20.7% | +33.2% | -12.4% | +18.9% |
| YTD | +34.1% | +2.3% | +31.9% | +33.6% |
| 1Y | +22.6% | +39.0% | -16.4% | +20.4% |
| 3Y | +20.8% | -4.6% | +25.5% | +19.6% |
| 5Y | -24.9% | -42.7% | +17.8% | -24.8% |
| 10Y | -1.8% | +433.6% | -435.4% | -10.3% |
| All | +2,974.4% | +1,576.0% | +1,398.4% | +2,357.8% |
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