+164.6%
DOCN vs RRC
+349.8%
-185.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | -9.6% | +10.1% | -19.8% | -11.8% |
| 3M | -37.7% | +4.0% | -41.7% | -38.5% |
| 6M | +115.2% | +1.6% | +113.6% | +113.0% |
| YTD | +133.7% | +19.7% | +114.0% | +121.4% |
| 1Y | +250.2% | +21.4% | +228.7% | +229.2% |
| 3Y | +320.3% | +29.7% | +290.6% | +284.4% |
| 5Y | +53.1% | +153.9% | -100.8% | +13.9% |
| All | +164.6% | +349.8% | -185.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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