-25.7%
RDW vs DOC
-6.6%
-19.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +7.2% | -0.9% | +8.1% | +7.9% |
| 30D | -10.3% | +7.7% | -18.1% | -14.6% |
| 3M | -41.4% | -2.0% | -39.4% | -41.0% |
| 6M | -32.5% | +5.9% | -38.4% | -36.3% |
| YTD | +1.7% | +31.8% | -30.1% | -17.1% |
| 1Y | +39.0% | +22.5% | +16.5% | +18.3% |
| 3Y | +214.2% | +54.7% | +159.5% | +137.4% |
| 5Y | -31.3% | -21.3% | -10.0% | -33.7% |
| All | -25.7% | -6.6% | -19.2% | -29.0% |
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