-54.2%
DOCS vs RGEN
-35.1%
-19.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.1% |
| 7D | -0.8% | -1.9% | +1.2% | -0.1% |
| 30D | +17.4% | +3.7% | +13.7% | +15.6% |
| 3M | +57.4% | +8.8% | +48.5% | +51.3% |
| 6M | +26.5% | +38.0% | -11.4% | +10.6% |
| YTD | -26.6% | +5.9% | -32.5% | -30.0% |
| 1Y | -48.1% | +19.7% | -67.7% | -52.6% |
| 3Y | +52.6% | +20.5% | +32.1% | +24.7% |
| All | -54.2% | -35.1% | -19.1% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling