-51.1%
DOCS vs RRC
+129.3%
-180.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.6% |
| 7D | -1.3% | -6.9% | +5.5% | 0.0% |
| 30D | +19.4% | +25.4% | -6.0% | +13.4% |
| 3M | +53.4% | +31.9% | +21.5% | +43.6% |
| 6M | +28.8% | +17.2% | +11.6% | +23.3% |
| YTD | -25.1% | +43.4% | -68.5% | -31.9% |
| 1Y | -48.1% | +36.7% | -84.9% | -52.4% |
| 3Y | +51.4% | +38.8% | +12.5% | +36.1% |
| 5Y | -51.1% | +118.3% | -169.4% | -60.2% |
| All | -51.1% | +129.3% | -180.4% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling