-37.3%
DOCS vs RNG
-74.8%
+37.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +1.6% |
| 7D | -4.2% | -3.5% | -0.7% | -3.0% |
| 30D | +8.6% | -3.8% | +12.4% | +9.8% |
| 3M | +27.2% | +18.6% | +8.7% | +19.8% |
| 6M | +26.5% | +69.2% | -42.7% | +3.7% |
| YTD | -25.0% | +161.9% | -186.9% | -49.3% |
| 1Y | -37.0% | +176.2% | -213.2% | -58.4% |
| 3Y | +39.4% | +174.5% | -135.1% | -17.2% |
| 5Y | -56.7% | -71.9% | +15.2% | -54.8% |
| All | -37.3% | -74.8% | +37.5% | -36.3% |
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