+70.5%
DOCN vs RSG
+174.8%
-104.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.5% |
| 7D | -19.2% | +1.2% | -20.3% | -19.1% |
| 30D | -43.1% | +14.2% | -57.2% | -43.4% |
| 3M | -40.7% | +18.2% | -58.9% | -41.5% |
| 6M | -55.0% | +24.4% | -79.4% | -56.6% |
| YTD | +50.6% | +17.9% | +32.7% | +46.4% |
| 1Y | +54.0% | +22.3% | +31.6% | +47.1% |
| 3Y | +203.9% | +65.1% | +138.7% | +134.5% |
| 5Y | -29.4% | +97.9% | -127.3% | -52.1% |
| All | +70.5% | +174.8% | -104.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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