+219.5%
DOCN vs RDW
+226.0%
-6.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.0% | -5.0% | +5.1% |
| 7D | -12.8% | +4.1% | -16.9% | -13.6% |
| 30D | -41.9% | -14.9% | -27.0% | -39.7% |
| 3M | -36.9% | -40.0% | +3.1% | -29.9% |
| 6M | -52.2% | -26.4% | -25.9% | -51.4% |
| YTD | +62.7% | +7.2% | +55.5% | +46.4% |
| 1Y | +58.2% | +24.2% | +34.0% | +36.8% |
| 3Y | +219.5% | +226.0% | -6.5% | +91.9% |
| All | +219.5% | +226.0% | -6.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling