-37.4%
DOCS vs RRC
+234.6%
-272.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.7% |
| 7D | -1.3% | -6.9% | +5.5% | -0.1% |
| 30D | +19.4% | +25.4% | -6.0% | +14.0% |
| 3M | +53.4% | +31.9% | +21.5% | +44.6% |
| 6M | +28.8% | +17.2% | +11.6% | +23.9% |
| YTD | -25.1% | +43.4% | -68.5% | -31.1% |
| 1Y | -48.1% | +36.7% | -84.9% | -51.9% |
| 3Y | +51.4% | +38.8% | +12.5% | +37.9% |
| 5Y | -51.1% | +118.3% | -169.4% | -60.1% |
| All | -37.4% | +234.6% | -272.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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