+9.4%
DOC vs RNG
+327.7%
-318.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +6.9% | +67.0% | -60.1% | +1.2% |
| 6M | +20.7% | +88.4% | -67.6% | +12.2% |
| YTD | +34.1% | +155.5% | -121.3% | +19.6% |
| 1Y | +22.6% | +141.7% | -119.0% | +9.7% |
| 3Y | +20.8% | +131.1% | -110.3% | +6.4% |
| 5Y | -24.9% | -70.6% | +45.7% | -24.4% |
| 10Y | -1.8% | +228.2% | -230.0% | -20.3% |
| All | +9.4% | +327.7% | -318.3% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling