+279.7%
RL vs DOC
+43.5%
+236.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.5% |
| 7D | +5.8% | +8.7% | -3.0% | +3.2% |
| 30D | +12.7% | +7.6% | +5.1% | +10.2% |
| 3M | +9.3% | -5.3% | +14.6% | +10.9% |
| 6M | +16.9% | +27.6% | -10.7% | +7.0% |
| YTD | +17.5% | +32.4% | -14.9% | +5.7% |
| 1Y | +34.6% | +22.9% | +11.8% | +24.5% |
| All | +279.7% | +43.5% | +236.2% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling