+8.0%
DOC vs RNG
+354.4%
-346.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +8.7% | -9.6% | +18.3% | +9.7% |
| 30D | +7.6% | -1.4% | +9.0% | +7.6% |
| 3M | -5.3% | +28.8% | -34.0% | -7.8% |
| 6M | +27.6% | +65.6% | -38.0% | +20.3% |
| YTD | +32.4% | +171.4% | -139.0% | +17.1% |
| 1Y | +22.9% | +185.3% | -162.5% | +8.0% |
| 3Y | +43.1% | +176.8% | -133.7% | +23.6% |
| 5Y | -21.4% | -67.4% | +46.0% | -21.7% |
| 10Y | +16.8% | +290.9% | -274.1% | -6.7% |
| All | +8.0% | +354.4% | -346.3% | -13.7% |
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 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