-23.6%
DOC vs RNG
-70.5%
+46.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.4% |
| 7D | -1.5% | +5.8% | -7.3% | -2.0% |
| 30D | -4.8% | +19.6% | -24.4% | -6.5% |
| 3M | +6.9% | +67.0% | -60.1% | +0.9% |
| 6M | +20.7% | +88.4% | -67.6% | +11.7% |
| YTD | +34.1% | +155.5% | -121.3% | +18.4% |
| 1Y | +22.6% | +141.7% | -119.0% | +8.7% |
| 3Y | +20.8% | +131.1% | -110.3% | +4.8% |
| All | -23.6% | -70.5% | +46.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling