+84.2%
DOCN vs RVTY
+29.0%
+55.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +5.6% |
| 7D | -12.8% | +6.0% | -18.8% | -15.8% |
| 30D | -41.9% | +4.3% | -46.2% | -43.1% |
| 3M | -36.9% | +40.2% | -77.2% | -50.3% |
| 6M | -52.2% | +59.3% | -111.5% | -66.6% |
| YTD | +62.7% | +66.5% | -3.8% | +7.3% |
| 1Y | +58.2% | +77.5% | -19.2% | -1.4% |
| 3Y | +219.5% | +92.5% | +127.0% | +69.3% |
| 5Y | -32.9% | -6.8% | -26.1% | -24.7% |
| All | +84.2% | +29.0% | +55.3% | +68.3% |
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