+95.6%
RDDT vs DOC
+36.1%
+59.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +2.6% | +4.3% | -1.7% | +1.6% |
| 30D | -38.3% | +9.2% | -47.4% | -39.7% |
| 3M | -37.8% | -0.8% | -37.0% | -37.7% |
| 6M | -36.7% | +7.1% | -43.8% | -37.6% |
| YTD | -57.1% | +34.0% | -91.1% | -60.5% |
| 1Y | -51.7% | +23.2% | -74.9% | -54.2% |
| All | +95.6% | +36.1% | +59.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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