+70.5%
DOCN vs RBA
+82.0%
-11.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -19.2% | +4.3% | -23.4% | -20.8% |
| 30D | -43.1% | +16.3% | -59.4% | -47.2% |
| 3M | -40.7% | +1.3% | -42.0% | -41.6% |
| 6M | -55.0% | -11.1% | -43.9% | -53.4% |
| YTD | +50.6% | -8.5% | +59.1% | +51.7% |
| 1Y | +54.0% | -2.1% | +56.1% | +49.4% |
| 3Y | +203.9% | +44.6% | +159.3% | +128.5% |
| 5Y | -29.4% | +36.8% | -66.2% | -50.7% |
| All | +70.5% | +82.0% | -11.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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