+20.3%
DOC vs RNG
+173.4%
-153.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.4% | -0.3% |
| 7D | +6.2% | -11.2% | +17.4% | +6.2% |
| 30D | +6.5% | -3.8% | +10.3% | +6.4% |
| 3M | -6.2% | +21.1% | -27.4% | -6.3% |
| 6M | +25.6% | +56.2% | -30.6% | +25.2% |
| YTD | +32.1% | +158.8% | -126.7% | +29.6% |
| 1Y | +20.3% | +173.6% | -153.3% | +15.1% |
| All | +20.3% | +173.4% | -153.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling