-19.3%
RDW vs DOC
-5.2%
-14.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.4% |
| 7D | +8.8% | +1.0% | +7.8% | +8.4% |
| 30D | -8.9% | +8.1% | -17.0% | -13.4% |
| 3M | -37.8% | +0.9% | -38.7% | -38.5% |
| 6M | -30.9% | +6.3% | -37.2% | -34.9% |
| YTD | +10.5% | +33.8% | -23.3% | -10.7% |
| 1Y | +37.0% | +21.6% | +15.4% | +17.3% |
| 3Y | +244.3% | +53.4% | +190.9% | +161.0% |
| 5Y | -22.8% | -21.0% | -1.8% | -26.2% |
| All | -19.3% | -5.2% | -14.1% | -23.5% |
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