-51.1%
DOCS vs RNG
-69.0%
+17.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -2.6% |
| 7D | -1.3% | -11.2% | +9.9% | +2.9% |
| 30D | +19.4% | -3.8% | +23.2% | +20.8% |
| 3M | +53.4% | +21.1% | +32.3% | +43.1% |
| 6M | +28.8% | +56.2% | -27.5% | +7.4% |
| YTD | -25.1% | +158.8% | -183.8% | -50.2% |
| 1Y | -48.1% | +173.6% | -221.8% | -66.4% |
| 3Y | +51.4% | +163.9% | -112.5% | -11.3% |
| 5Y | -51.1% | -68.1% | +17.0% | -38.0% |
| All | -51.1% | -69.0% | +17.9% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling