-35.6%
DOCN vs RGEN
-35.1%
-0.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.0% |
| 7D | -19.2% | -1.9% | -17.2% | -18.1% |
| 30D | -43.1% | +3.7% | -46.8% | -43.8% |
| 3M | -40.7% | +8.8% | -49.5% | -43.6% |
| 6M | -55.0% | +38.0% | -92.9% | -63.4% |
| YTD | +50.6% | +5.9% | +44.7% | +39.4% |
| 1Y | +54.0% | +19.7% | +34.3% | +32.7% |
| 3Y | +203.9% | +20.5% | +183.4% | +132.3% |
| All | -35.6% | -35.1% | -0.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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