+66.4%
DOCN vs RGEN
-18.3%
+84.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.4% | -13.2% |
| 7D | -29.3% | -10.7% | -18.6% | -25.0% |
| 30D | -46.0% | -3.6% | -42.4% | -44.8% |
| 3M | -43.2% | +6.2% | -49.4% | -45.3% |
| 6M | -53.7% | +34.1% | -87.9% | -61.6% |
| YTD | +46.9% | +2.8% | +44.1% | +38.2% |
| 1Y | +54.3% | +15.5% | +38.8% | +36.0% |
| 3Y | +185.5% | +12.1% | +173.5% | +131.2% |
| 5Y | -31.1% | -36.9% | +5.8% | -29.1% |
| All | +66.4% | -18.3% | +84.7% | +35.9% |
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 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