+103.1%
DOCN vs RVTY
+23.9%
+79.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.0% |
| 7D | +19.1% | -0.5% | +19.6% | +19.6% |
| 30D | -21.0% | +1.5% | -22.6% | -21.4% |
| 3M | -34.7% | +31.5% | -66.2% | -46.4% |
| 6M | -45.8% | +62.7% | -108.4% | -62.7% |
| YTD | +79.4% | +60.0% | +19.4% | +21.6% |
| 1Y | +91.0% | +65.7% | +25.3% | +25.1% |
| 3Y | +237.5% | +85.2% | +152.2% | +83.4% |
| 5Y | -30.4% | -14.9% | -15.5% | -17.7% |
| All | +103.1% | +23.9% | +79.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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