-11.6%
RDW vs DOCS
-73.4%
+61.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -1.8% | +21.8% | -23.6% | -8.4% |
| 3M | -50.9% | +27.3% | -78.2% | -55.0% |
| 6M | +13.5% | -0.3% | +13.8% | +8.9% |
| YTD | +38.6% | -40.5% | +79.0% | +55.2% |
| 1Y | +28.3% | -61.5% | +89.8% | +65.4% |
| 3Y | +217.2% | +8.2% | +209.0% | +170.2% |
| All | -11.6% | -73.4% | +61.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling