+8.9%
DOCS vs RNG
+135.4%
-126.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.0% |
| 7D | -1.4% | +5.8% | -7.2% | -2.6% |
| 30D | +21.8% | +19.6% | +2.2% | +17.6% |
| 3M | +27.3% | +67.0% | -39.7% | +14.2% |
| 6M | -0.3% | +88.4% | -88.7% | -13.1% |
| YTD | -40.5% | +155.5% | -196.0% | -51.2% |
| 1Y | -61.5% | +141.7% | -203.2% | -68.3% |
| All | +8.9% | +135.4% | -126.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling