+240.7%
DOCN vs RSG
+64.1%
+176.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +10.1% |
| 7D | +3.7% | +1.6% | +2.1% | +5.0% |
| 30D | -33.7% | +13.5% | -47.1% | -27.7% |
| 3M | -27.9% | +16.3% | -44.2% | -20.0% |
| 6M | -46.4% | +26.9% | -73.3% | -39.0% |
| YTD | +81.1% | +19.1% | +62.0% | +103.8% |
| 1Y | +74.3% | +21.8% | +52.5% | +96.1% |
| All | +240.7% | +64.1% | +176.6% | +328.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling