-22.8%
DOCN vs RBA
-8.1%
-14.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.2% | -7.1% |
| 7D | -20.0% | +12.7% | -32.7% | -20.0% |
| 30D | -38.8% | +15.5% | -54.3% | -38.6% |
| 3M | -34.8% | -14.0% | -20.8% | -29.8% |
| 6M | -22.8% | -8.8% | -14.0% | -23.1% |
| All | -22.8% | -8.1% | -14.7% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling