+164.6%
DOCN vs RGEN
-18.8%
+183.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +77.8% |
| YTD | +133.7% | +2.3% | +131.4% | +121.1% |
| 1Y | +250.2% | +39.0% | +211.2% | +177.3% |
| 3Y | +320.3% | -4.6% | +324.9% | +273.5% |
| 5Y | +53.1% | -42.7% | +95.8% | +61.6% |
| All | +164.6% | -18.8% | +183.4% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling