-38.7%
DOCS vs RNG
-75.8%
+37.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.0% |
| 7D | -0.8% | -11.3% | +10.6% | +3.3% |
| 30D | +17.4% | -5.7% | +23.1% | +19.6% |
| 3M | +57.4% | +16.8% | +40.6% | +49.1% |
| 6M | +26.5% | +58.5% | -31.9% | +6.0% |
| YTD | -26.6% | +151.3% | -177.9% | -49.7% |
| 1Y | -48.1% | +169.0% | -217.1% | -65.4% |
| 3Y | +52.6% | +156.9% | -104.3% | -7.0% |
| 5Y | -52.1% | -69.0% | +16.9% | -47.3% |
| All | -38.7% | -75.8% | +37.1% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling