+208.4%
DOCN vs RDW
+10.0%
+198.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | +19.8% | +4.8% | +15.0% | +18.5% |
| 30D | +8.4% | -19.5% | +28.0% | +14.2% |
| 3M | -23.6% | -26.9% | +3.3% | -18.8% |
| 6M | +111.3% | +17.8% | +93.6% | +89.8% |
| YTD | +172.3% | +43.0% | +129.3% | +121.7% |
| 1Y | +283.3% | +32.1% | +251.2% | +209.4% |
| 3Y | +388.1% | +250.6% | +137.4% | +131.8% |
| 5Y | +87.1% | -6.6% | +93.7% | +17.9% |
| All | +208.4% | +10.0% | +198.3% | +88.8% |
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