-47.3%
DOCS vs RNG
+179.4%
-226.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.4% |
| 7D | +1.2% | -9.6% | +10.8% | +3.7% |
| 30D | +21.3% | -1.4% | +22.7% | +21.6% |
| 3M | +58.4% | +28.8% | +29.6% | +49.5% |
| 6M | +39.3% | +65.6% | -26.3% | +23.6% |
| YTD | -21.7% | +171.4% | -193.1% | -34.1% |
| 1Y | -47.3% | +185.3% | -232.6% | -60.2% |
| All | -47.3% | +179.4% | -226.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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