+60.1%
DOCN vs RGEN
-42.4%
+102.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.4% |
| 7D | +1.1% | -4.9% | +6.1% | +3.4% |
| 30D | -9.6% | +5.7% | -15.3% | -12.4% |
| 3M | -37.7% | +32.4% | -70.1% | -47.5% |
| 6M | +115.2% | +33.2% | +82.0% | +77.6% |
| YTD | +133.7% | +2.3% | +131.4% | +121.1% |
| 1Y | +250.2% | +39.0% | +211.2% | +177.0% |
| 3Y | +320.3% | -4.6% | +324.9% | +273.9% |
| All | +60.1% | -42.4% | +102.5% | +68.1% |
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