+103.1%
DOCN vs RDW
-21.8%
+124.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.4% | -3.2% |
| 7D | +19.1% | +7.2% | +11.9% | +17.0% |
| 30D | -21.0% | -10.3% | -10.7% | -18.7% |
| 3M | -34.7% | -41.4% | +6.7% | -25.4% |
| 6M | -45.8% | -32.5% | -13.2% | -43.3% |
| YTD | +79.4% | +1.7% | +77.7% | +59.3% |
| 1Y | +91.0% | +39.0% | +52.0% | +55.0% |
| 3Y | +237.5% | +214.2% | +23.2% | +66.7% |
| 5Y | -30.4% | -31.3% | +0.9% | -51.9% |
| All | +103.1% | -21.8% | +124.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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