+111.9%
DOCN vs RNG
-76.3%
+188.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +27.4% | +2.3% | +25.1% | +26.2% |
| 30D | -29.7% | -3.4% | -26.4% | -28.1% |
| 3M | -32.5% | +20.9% | -53.4% | -37.8% |
| 6M | -42.2% | +82.2% | -124.4% | -58.3% |
| YTD | +87.2% | +164.6% | -77.5% | +4.0% |
| 1Y | +86.2% | +177.0% | -90.8% | +0.8% |
| 3Y | +257.4% | +177.4% | +80.0% | +77.3% |
| 5Y | -27.4% | -72.3% | +45.0% | +16.2% |
| All | +111.9% | -76.3% | +188.3% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling