+6.7%
RDW vs DOCS
-41.2%
+47.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.5% |
| 7D | +3.6% | -8.1% | +11.7% | +5.6% |
| 30D | -18.4% | -5.6% | -12.8% | -17.8% |
| 3M | -32.1% | +18.3% | -50.4% | -36.1% |
| 6M | +10.9% | -5.1% | +16.0% | +7.9% |
| YTD | +40.8% | -45.4% | +86.2% | +58.7% |
| 1Y | +31.1% | -65.2% | +96.3% | +67.9% |
| 3Y | +245.2% | +6.6% | +238.6% | +205.8% |
| 5Y | -16.7% | -76.1% | +59.4% | -10.4% |
| All | +6.7% | -41.2% | +47.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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