-32.9%
DOCS vs RNG
+176.7%
-209.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.6% | +4.6% | -2.1% | +1.4% |
| 30D | +11.4% | +0.4% | +11.0% | +11.2% |
| 3M | +25.4% | +11.4% | +14.0% | +22.2% |
| 6M | +42.5% | +95.7% | -53.1% | +23.3% |
| YTD | -24.7% | +162.9% | -187.6% | -35.5% |
| 1Y | -32.9% | +180.3% | -213.2% | -47.4% |
| All | -32.9% | +176.7% | -209.6% | -47.4% |
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