+252.3%
DOCN vs RBA
+44.7%
+207.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.2% | -7.7% |
| 7D | -20.0% | +12.7% | -32.7% | -22.8% |
| 30D | -38.8% | +15.5% | -54.3% | -41.3% |
| 3M | -34.8% | -14.0% | -20.8% | -31.3% |
| 6M | -22.8% | -8.8% | -14.0% | -20.9% |
| YTD | +74.6% | -6.9% | +81.5% | +75.8% |
| 1Y | +116.4% | -3.0% | +119.4% | +113.9% |
| All | +252.3% | +44.7% | +207.6% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling