+62.8%
RRX vs DOC
+43.2%
+19.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.5% |
| 7D | -2.0% | +6.2% | -8.3% | -4.2% |
| 30D | -3.6% | +6.5% | -10.1% | -6.2% |
| 3M | -12.3% | -6.2% | -6.1% | -10.2% |
| 6M | -27.5% | +25.6% | -53.1% | -35.9% |
| YTD | +14.9% | +32.1% | -17.2% | -1.5% |
| 1Y | +17.4% | +20.3% | -2.9% | +5.8% |
| All | +62.8% | +43.2% | +19.6% | +32.1% |
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