-30.7%
RDW vs DOC
-5.7%
-25.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | +0.7% | +15.8% | +16.1% |
| 7D | -14.1% | +6.5% | -20.5% | -17.2% |
| 30D | -29.6% | +9.2% | -38.8% | -33.5% |
| 3M | -39.1% | -2.5% | -36.6% | -38.4% |
| 6M | -25.2% | +7.1% | -32.3% | -30.0% |
| YTD | -5.1% | +33.0% | -38.1% | -23.1% |
| 1Y | +20.6% | +23.3% | -2.7% | +2.3% |
| 3Y | +153.0% | +44.9% | +108.1% | +97.6% |
| 5Y | -43.5% | -21.6% | -21.9% | -45.8% |
| All | -30.7% | -5.7% | -25.0% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling