-21.4%
DOC vs RRC
+125.4%
-146.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.7% | +3.5% |
| 7D | +8.7% | -6.8% | +15.5% | +9.5% |
| 30D | +7.6% | +34.7% | -27.1% | +3.8% |
| 3M | -5.3% | +31.5% | -36.8% | -8.5% |
| 6M | +27.6% | +21.8% | +5.8% | +24.1% |
| YTD | +32.4% | +48.9% | -16.4% | +24.9% |
| 1Y | +22.9% | +42.1% | -19.2% | +16.5% |
| 3Y | +43.1% | +44.1% | -1.0% | +33.2% |
| 5Y | -21.4% | +137.8% | -159.1% | -30.0% |
| All | -21.4% | +125.4% | -146.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling