+265.2%
RL vs DOC
-22.8%
+288.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.2% |
| 7D | +5.8% | +8.7% | -3.0% | +2.3% |
| 30D | +12.7% | +7.6% | +5.1% | +9.4% |
| 3M | +9.3% | -5.3% | +14.6% | +11.4% |
| 6M | +16.9% | +27.6% | -10.7% | +4.3% |
| YTD | +17.5% | +32.4% | -14.9% | +2.5% |
| 1Y | +34.6% | +22.9% | +11.8% | +21.5% |
| 3Y | +273.2% | +43.1% | +230.2% | +203.8% |
| 5Y | +265.2% | -21.4% | +286.6% | +322.9% |
| All | +265.2% | -22.8% | +288.0% | +322.9% |
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