+97.7%
DOCN vs RBA
+85.1%
+12.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.2% | -8.1% |
| 7D | -20.0% | +12.7% | -32.7% | -24.5% |
| 30D | -38.8% | +15.5% | -54.3% | -43.0% |
| 3M | -34.8% | -14.0% | -20.8% | -30.7% |
| 6M | -22.8% | -8.8% | -14.0% | -20.9% |
| YTD | +74.6% | -6.9% | +81.5% | +74.5% |
| 1Y | +116.4% | -3.0% | +119.4% | +111.2% |
| 3Y | +239.3% | +44.2% | +195.1% | +156.3% |
| 5Y | -20.2% | +50.6% | -70.8% | -45.2% |
| All | +97.7% | +85.1% | +12.6% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling