+37.0%
RDW vs DOC
+22.3%
+14.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.4% |
| 7D | +8.8% | +1.0% | +7.8% | +8.6% |
| 30D | -8.9% | +8.1% | -17.0% | -10.8% |
| 3M | -37.8% | +0.9% | -38.7% | -37.8% |
| 6M | -30.9% | +6.3% | -37.2% | -33.9% |
| YTD | +10.5% | +33.8% | -23.3% | +0.4% |
| 1Y | +37.0% | +21.6% | +15.4% | +19.3% |
| All | +37.0% | +22.3% | +14.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling