-50.3%
DOCS vs RNG
-75.4%
+25.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.5% |
| 7D | -1.4% | +5.8% | -7.2% | -3.3% |
| 30D | +21.8% | +19.6% | +2.2% | +14.9% |
| 3M | +27.3% | +67.0% | -39.7% | +5.4% |
| 6M | -0.3% | +88.4% | -88.7% | -21.7% |
| YTD | -40.5% | +155.5% | -196.0% | -59.3% |
| 1Y | -61.5% | +141.7% | -203.2% | -73.4% |
| 3Y | +8.2% | +131.1% | -122.9% | -31.0% |
| 5Y | -73.4% | -70.6% | -2.8% | -71.0% |
| All | -50.3% | -75.4% | +25.1% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling