+66.4%
DOCN vs RRC
+438.8%
-372.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.7% | -12.2% | -15.0% |
| 7D | -29.3% | -6.9% | -22.4% | -28.0% |
| 30D | -46.0% | +25.4% | -71.4% | -48.8% |
| 3M | -43.2% | +31.9% | -75.1% | -47.0% |
| 6M | -53.7% | +17.2% | -70.9% | -55.7% |
| YTD | +46.9% | +43.4% | +3.5% | +33.2% |
| 1Y | +54.3% | +36.7% | +17.6% | +41.3% |
| 3Y | +185.5% | +38.8% | +146.7% | +156.7% |
| 5Y | -31.1% | +118.3% | -149.4% | -46.4% |
| All | +66.4% | +438.8% | -372.5% | -0.3% |
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