+13.7%
DOC vs RRC
+64.2%
-50.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.1% |
| 7D | +6.2% | -6.9% | +13.1% | +6.9% |
| 30D | +6.5% | +25.4% | -18.9% | +4.0% |
| 3M | -6.2% | +31.9% | -38.1% | -8.9% |
| 6M | +25.6% | +17.2% | +8.4% | +23.1% |
| YTD | +32.1% | +43.4% | -11.3% | +26.7% |
| 1Y | +20.3% | +36.7% | -16.4% | +15.9% |
| 3Y | +42.7% | +38.8% | +3.9% | +35.9% |
| 5Y | -22.2% | +118.3% | -140.4% | -30.2% |
| All | +13.7% | +64.2% | -50.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling