+164.6%
DOCN vs RSG
+147.1%
+17.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +1.1% | +0.3% | +0.9% | +1.1% |
| 30D | -9.6% | +7.6% | -17.2% | -10.6% |
| 3M | -37.7% | +7.4% | -45.1% | -38.9% |
| 6M | +115.2% | -3.3% | +118.5% | +117.9% |
| YTD | +133.7% | +6.0% | +127.7% | +128.2% |
| 1Y | +250.2% | -3.7% | +253.8% | +254.9% |
| 3Y | +320.3% | +59.1% | +261.2% | +211.6% |
| 5Y | +53.1% | +89.0% | -35.9% | +5.7% |
| All | +164.6% | +147.1% | +17.5% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling