+87.1%
DOCN vs RDW
-5.5%
+92.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.6% | +6.0% | +11.1% |
| 7D | +16.3% | +9.5% | +6.9% | +14.0% |
| 30D | +2.0% | -17.4% | +19.4% | +6.7% |
| 3M | -25.2% | -39.5% | +14.3% | -17.4% |
| 6M | +132.7% | +31.3% | +101.3% | +103.9% |
| YTD | +163.3% | +47.8% | +115.5% | +113.6% |
| 1Y | +280.3% | +33.8% | +246.5% | +207.4% |
| 3Y | +371.8% | +262.3% | +109.6% | +126.1% |
| 5Y | +87.1% | -5.7% | +92.8% | +12.2% |
| All | +87.1% | -5.5% | +92.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling