-10.5%
RDW vs DOC
-24.5%
+14.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.2% |
| 30D | -1.8% | -4.8% | +3.0% | +1.0% |
| 3M | -50.9% | +6.9% | -57.7% | -54.2% |
| 6M | +13.5% | +20.7% | -7.3% | -3.1% |
| YTD | +38.6% | +34.1% | +4.4% | +9.9% |
| 1Y | +28.3% | +22.6% | +5.6% | +8.9% |
| 3Y | +217.2% | +20.8% | +196.3% | +172.3% |
| All | -10.5% | -24.5% | +14.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling