-4.4%
DOC vs RRC
+10.9%
-15.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | -4.8% | +10.1% | -14.9% | -5.7% |
| 3M | +6.9% | +4.0% | +2.9% | +6.3% |
| 6M | +20.7% | +1.6% | +19.2% | +20.2% |
| YTD | +34.1% | +19.7% | +14.4% | +31.2% |
| 1Y | +22.6% | +21.4% | +1.2% | +19.6% |
| 3Y | +20.8% | +29.7% | -8.8% | +15.9% |
| 5Y | -24.9% | +153.9% | -178.7% | -33.6% |
| All | -4.4% | +10.9% | -15.3% | -24.3% |
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