-61.5%
DOCS vs RGEN
+45.2%
-106.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | -1.4% | -4.9% | +3.5% | +0.1% |
| 30D | +21.8% | +5.7% | +16.1% | +19.6% |
| 3M | +27.3% | +32.4% | -5.1% | +16.0% |
| 6M | -0.3% | +33.2% | -33.5% | -10.8% |
| YTD | -40.5% | +2.3% | -42.8% | -43.1% |
| 1Y | -61.5% | +39.0% | -100.5% | -61.7% |
| All | -61.5% | +45.2% | -106.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling